Introduction: Non-suicidal self-injury (NSSI) is a large phenomenon among adolescents, and adverse childhood experiences (ACEs) are a major risk factor in its development. Malfunctioning of the hypothalamus-pituitary-adrenal (HPA) axis has been repeatedly reported for ACE as well as for NSSI. The glucocorticoid receptor (GR) is essential for the correct functioning of the HPA axis, thus alterations in the expression of the GR through altered methylation of the GR gene (NR3C1) (and more specifically exon 1F) might contribute to the development of NSSI in individuals with a history of ACEs, as has been reported for different other mental disorders. Methods: In this case-control study, we compared the methylation levels of exon 1F of the GR gene (NR3C1-1F) in adolescents with engagement in NSSI (n = 67) and a healthy control group (HC; n = 47). We preserved buccal swabs and used a mass spectrometry-based method called EpiTYPER for analyzing mean methylation of NR3C1-1F. Results: Adolescents in the NSSI group reported significantly more ACEs. The mean methylation level was about 3% in both groups with no significant group differences. Furthermore, no significant relation was found between ACE and methylation of NR3C1-1F, neither in the overall sample nor in the NSSI or HC group. Conclusion: Our results are contradictory to previous research showing an increased methylation in individuals with ACE. Regarding relations between methylation of NR3C1-1F and mental disorders, previous studies reported inconsistent findings. Our study points to NSSI being either unrelated to methylation of NR3C1-1F or to yet not identified moderators on relations between methylation of NR3C1-1F and engagement in NSSI during adolescence.