Individuals with a history of non-suicidal self-injury (NSSI) tend to have altered pain perception and difficulty in regulating their emotions. Previous work on NSSI has relied heavily on retrospective self-report data and clinical Western samples. The present study explored pain perception, emotional reactivity, distress tolerance and self-compassion in a sample of non-clinical Turkish young adults with and without a history of self-injury by employing a multi-method, laboratory-based design. Participants were 70 Turkish young adults (34 with a history of NSSI and 36 controls). Pain was induced by the cold pressor test before and after a distressing card-sorting task. Skin conductance was recorded throughout the entire procedure. Measures of NSSI, emotion dysregulation and self-compassion were also administered. Although the groups were comparable in pain threshold and physiological reactivity to pain, participants with NSSI had increased pain tolerance and reported more subjective distress during the distressing task. Pain perception did not change as a function of distress and both groups were similar in physiological reactivity to distressing stimuli. Participants who self-injure reported less self-compassion and more difficulty in regulating emotions than controls. These findings illustrate that participants with a history of NSSI have altered pain perception and experience more subjective distress during a stressful task. Individuals who self-injure may benefit from interventions targeting emotion regulation and self-compassion.