Abstract Background Empirical evidence supporting the distinction between suicide attempt (SA) and non-suicidal self-harm (NSSH) is lacking. Although NSSH is a risk factor for SA, we do not currently know whether these behaviours lie on a continuum of severity, or whether they are discrete outcomes with different aetiologies. We conducted this exploratory genetic epidemiology study to investigate this issue further. Methods We explored the extent of genetic overlap between NSSH and SA in a large, richly-phenotyped cohort (the Avon Longitudinal Study of Parents and Children; N = 4959), utilising individual-level genetic and phenotypic data to conduct analyses of genome-wide complex traits and polygenic risk scores (PRS). Results The single nucleotide polymorphism heritability of NSSH was estimated to be 13% (SE 0.07) and that of SA to be 0% (SE 0.07). Of the traits investigated, NSSH was most strongly correlated with higher IQ (rG = 0.31, SE = 0.22), there was little evidence of high genetic correlation between NSSH and SA (rG = − 0.1, SE = 0.54), likely due to the low heritability estimate for SA. The PRS for depression differentiated between those with NSSH and SA in multinomial regression. The optimal PRS prediction model for SA (Nagelkerke R 2 0.022, p