Self-harm is associated with mental illness and suicide risk. The present study aims to increase knowledge of adolescent girls’ pathways into and out of self-harm. The participants were 19 girls, 13 to 18 years of age, who were strategically selected from an outpatient care unit. A naturalistic multiple case study was done with personal interviews. The interviews were analyzed using Interpretative Phenomenological Analysis, and the capacity for “mentalization”—representation of behavior in terms of mental states—was measured with the Reflective Functioning Scale. The analysis of the topic “beginning self-harm” resulted in two meta-themes: (a) beginning self-harm as a way to handle difficult feelings and relational problems and (b) becoming influenced by peers to experiment with self-harm. The analysis of the topic “quitting self-harm” resulted in three meta-themes: (a) ambivalence toward help, treatment, and ending self-harm; (b) finding one’s own way of quitting self-harm; and (c) exploring self-harm together with the therapist. Three case stories illustrate variations in trajectories of change and capacity for mentalization. The findings suggest that self-harm may be a way of handling developmental challenges in autonomy and identity formation during adolescence. Adolescents need an opportunity to discover their own way of quitting self-harm. Variations in mentalization may provide for different pathways.