The primary aim of this study was to examine the prospective association of shame with self-inflicted injury (SII), including suicide attempts and nonsuicidal self-injury, among women with borderline personality disorder (BPD) who were enrolled in a clinical trial (N = 77). A multi-method approach was used to assess self-reported shame, nonverbal shame behaviors, and assessor ratings of shame during an interview regarding antecedents for a recent episode of SII. Higher levels of nonverbal shame behaviors predicted a higher likelihood of subsequent SII, and shorter time to SII, after controlling for past SII as well as other emotions associated with SII. Self-reported state shame and assessor ratings of shame were associated with prospective SII, but not after controlling for other emotions. These findings underscore the important role of shame in SII, particularly shame in the presence of contextual prompts for events that surround episodes of SII.