Background Nonsuicidal self‐injury (NSSI) is used to cope with negative affect states. We investigated the association between impulsivity and this affect‐regulation process. Method Affect states associated with NSSI and impulsivity traits were evaluated in 30 Italian adolescent self‐injurers (63.3% female, mean age = 16.63, SD = 0.56). Results Nonsuicidal self‐injury was associated with decreases in affective arousal, but impulsivity moderated other affective changes. High impulsivity was associated with increases in negative high‐arousal affects after NSSI, whereas low impulsivity was associated with increases in positive affects after NSSI. Conclusion Impulsivity traits influenced the success or failure of the NSSI affect‐regulation process.