Objective The purpose of this study was to explore the subjective experience of non-suicidal self-injury (NSSI) among female Chinese university students in Hong Kong. Design Interpretative phenomenological analysis was used. Methods Seven female students participated in the study, two engaged in biting and scratching, and three in cutting. Results The majority of them indicated negative attitudes towards NSSI and saw no particular meaning attached to it. However, they all persisted with their behaviours, which suggested that they were unable to stop. Students found themselves in a paradoxical situation whereby although they saw no real benefit of NSSI, they still engaged in it to cope with distress. Feelings characterised by this distress were about entrapment and issues with academia, intimacy, loneliness, insecurity, negative self-worth, regulating distressing emotions, increasing positive physical sensations, healing oneself, and feeling alive. Conclusions The experience of hurting themselves persistently for these female students symbolised their struggle with academic or relationship difficulties, self-acceptance, emotional regulation and survival without self-injury.