A cohort study from 2011 to 2022 in South Africa followed 1,356,119 people aged 10 years and older, of whom 7,510 (0.6%) encountered healthcare for self-harm during follow-up. The five-year incidence of self-harm ranged from 0.2% in males aged 10–14 to 2.1% in females aged 15–24, with women and young people most at risk. Gender, age and mental disorders were strong predictors of self-harm, while HIV was a moderate predictor. Among those who attempted self-harm, the five-year cumulative incidence of subsequent unnatural death was 3.43% for men and 0.77% for women. Non-fatal self-harm was a strong predictor of subsequent unnatural death - the risk was 7 times higher for men and 4.6 times higher for women compared to those without self-harm. The study highlights the need for targeted screening and early intervention, particularly for young women and people with mental disorders, as well as the need for brief suicide-specific interventions for individuals with self-harm.