The present study sought to understand the perceived well-being value of future goals as a possible explanation for why persons who are suicidal remain attached to goals that are seen as unattainable. Deliberate self-harm patients (DSH; N = 24) were compared with matched hospital controls (N = 24) on a range of measures including current well-being and perceived future well-being in the context of imagined goal attainment. Despite the DSH group having substantially lower current levels of well-being, there was no difference between the groups when forecasting their future well-being in the context of imagined attainment. For DSH participants the thought of achieving an important future goal is seen as necessary and sufficient for attaining normal levels of future well-being, which may function to keep them attached to goals that are perceived as relatively unattainable.