Objective: To examine the status of self-harm, depression and anxiety and to analyze the relation of self-harm with depression and anxiety in college students. Methods: Totally 9 638 college students were randomly selected from five universities in Anhui province using stratified cluster sampling and were surveyed with basic demographic characteristics, Depression Self Rating Scale (SDS), Self-evaluation of Anxiety Scale (SAS) and self-harm behavior questionnaire. Results: The detection rate of self-harm among college students was 22.94%(2 211), boys (24.51%) were higher than girls(21.72%), the difference was statistically significant(χ2=10.46, P<0.05). The detection rate of depression was 28.57%(2 754). The detection rate of anxiety was 11.11%(1 071). The detection rate of self-harm in the depression group was 33.48%, which was significantly higher than those without depression group(18.72%)(χ2=242.22, P<0.01). The similar results were found in the anxiety analysis, students with anxiety showed higher detection rate in self-harm (48.74%) than those without anxiety (19.72%)(χ2=453.66, P<0.01). Both depression and anxiety were positively associated with self-harm behaviors(r=0.24, 0.27, P<0.01). Multivariate Logistic regression model found that after covariates controlled, depression(OR=1.48) and anxiety (OR=2.84) were positively associated with self-harm of college students(P<0.05). Conclusion Self-harm, depression and anxiety among college students in Anhui Province are at a high level, and a positive correlation between self-harm behaviors and depression and anxiety is observed. Attention should be paid to the mental health education of college students.