Researchers at the University of Bristol, working together with colleagues from the University of Oxford and University College London, collected data from 4,799 adolescents as part of Children of the 90s - one of the world's largest population studies - to examine the outcomes of self-harm for the first time.
The research paper, published in the BMJ, found that almost a fifth (19 per cent) of 16-year-olds who took part in the study had a history of self-harm and most had not sought help from health professionals.
They were also more likely to self-harm in the future and to have substance misuse problems, such as using illegal drugs, smoking and drinking too much.
Those who self-harmed with suicidal intent were also more at risk of poorer General Certificate of Secondary Education (GCSE) and A-level results and were less likely to be in further education, training or employment three years later.
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"We've shown for the first time that adolescents who self-harm are more vulnerable to a range of adverse conditions in early adulthood," said Dr Becky Mars, who led the research at Bristol University's School of Social and Community Medicine.
"While we cannot say that self-harm directly causes such problems, it's certainly a sign that all is not well and professionals need to be aware of such behaviour and identify it early.
"There is widespread lack of understanding among health and teaching professionals about those who self-harm without intending to take their lives.
"These new findings highlight the importance of self-harm and the need for better understanding among professionals likely to come across youngsters who self-harm," Mars said.