Background: A growing body of research has explored altered physical pain threshold and tolerance in non-suicidal self-injury (NSSI) and suicidal self-harm. The evidence, however, is inconsistent such that the nature of the relationship is unclear, and whether or not this effect is also present in suicidal self harm is equivocal. Methods: A keyword search of three major psychological and medical databases (PsycINFO, Medline and Web of Knowledge) was conducted, yielding 1873 records. Following duplicate removal and screening, 25 articles were quality assessed, and included in the final systematic review. Results: There is strong evidence for increased pain tolerance in NSSI, and some evidence for this in suicidal individuals, but notably, there were no prospective studies. The review found a lack of substantive focus on psychological correlates of altered pain tolerance in this population. Several candidate explanatory mechanisms were proposed within the reviewed studies. Limitations: The current review was a narrative systematic review; methods used to assess pain were considered too heterogeneous to conduct a meta-analysis. Conclusions: The evidence suggests that there is elevated pain tolerance among those who engage in NSSI. Future prospective research should determine if altered pain tolerance is a cause or a consequence of the behaviour. The identification of psychological correlates of increased pain tolerance is a neglected area of research. It could provide opportunities for treatment/intervention development, if mediating or moderating pathways can be identified. Too few studies have directly investigated candidate explanatory mechanisms to draw definitive conclusions. (C) 2016 Elsevier B.V. All rights reserved.