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Background Non-suicidal self-injury (NSSI) in adolescents is highly prevalent and frequently co-occurs with depressive symptoms, yet the neurophysiological mechanisms underlying this comorbidity remain unclear. P50 sensory gating reflects early inhibitory control of redundant sensory input and has been implicated in affective disorders. This study examined whether P50 gating deficits are present in adolescents with NSSI and whether they are associated with depressive symptom severity and cognitive performance. Methods Eighty-six adolescents with NSSI (55 with depressive symptoms; 31 without) and 50 healthy controls were recruited. Depressive symptoms were assessed using the 17-item Hamilton Depression Rating Scale (HAMD-17), and NSSI participants were stratified into depression (HAMD-17 ≥ 8) and non-depression (HAMD-17 < 8) subgroups. Cognitive function was evaluated using the MATRICS Consensus Cognitive Battery (MCCB). P50 sensory gating was measured using an auditory paired-click ERP paradigm, with gating indices calculated as the S2/S1 amplitude ratio and S1-S2 difference. Group differences in P50 indices were examined, and correlations and regression analyses were conducted to assess associations between P50 parameters, depressive symptoms, and cognition. Results Significant group differences were observed in S2 amplitude and S2/S1 ratio both P s < 0.05). Adolescents in the NSSI with depression subgroup exhibited significantly higher S2 amplitude and S2/S1 ratio compared with both healthy controls (S2/S1: F = 8.688, P = 0.004) and NSSI without depression. After controlling for age and sex, the between-subgroup difference in S2 amplitude remained significant (F = 5.279, P = 0.024). Within the overall NSSI sample, S2 amplitude was independently predicted HAMD-17 scores ( β = 0.264, P = 0.009). In the NSSI with depression subgroup, S2 amplitude was negatively correlated with Maze task performance ( r = -0.298, P = 0.027). Conclusion P50 sensory gating deficits in adolescent NSSI appear to be specifically associated with comorbid depressive symptoms rather than self-injurious behavior per se. S2-related inhibitory dysfunction may represent a neurophysiological marker of affective burden and selective executive vulnerability in this population.