Background There is a significant overlap between non-suicidal self-harm and suicidal ideation and behavior in young people with both symptom continuity and symptom duration implicated in this association. Methods A population sample of Australian 12–17 year olds. Interviewers collected measures for DSM disorders, symptom duration and continuity, and background information from their parents, while young people self-reported symptoms of depression, non-suicidal self-harm and suicidal ideation and behaviors. This report focusses on the 265 young people who met the DSM criteria for Major Depressive Disorder based on their own self-reports. Results Relative to young people who had at least one period 2 months or longer without symptoms since first onset, young people who had the continuous presence of depressive symptoms since their first onset had significantly higher odds for life-time self-harm, 12-month self-harm, multiple self-harm, suicidal ideation and suicide attempt within the past 12 months. The duration of depressive symptoms and the continuity of these symptoms each independently contribute to elevating the risks of non-suicidal self-harming and suicidal ideation and behaviors. Limitations Reliance on self-report from the young people and time constraints prohibiting administering diagnostic modules other than the Major Depressive Disorder and estimating self-reported co-morbidity. Conclusions Among young people with a Major Depressive Disorder, self-reports about duration of depressive symptoms as well as the continuity of symptoms, each independently contributes to elevated risks of non-suicidal self-harming and suicidal ideation and behaviors. As well, un-remitting as opposed to episodic symptoms in this group of young people are common and are a powerful indicator of suffering associated with both self-harm and suicidal behavior.