Online methods hold promise as effective research tools for adolescent psychopathology research. Such methods may be the most effective way to reach large, representative samples of adolescents and harder-to-reach populations. They also may increase adolescent disclosure of risky behaviors, reduce recruitment costs, and increase the cost and time efficiency of recruitment. Despite these advantages, researchers may be concerned about including measures assessing risky behaviors, like suicidal thoughts and behaviors and nonsuicidal self-injury, in online studies of youth. In addition, parental consent in online studies is impractical and difficult to obtain. Concerns also include potential iatrogenic effects, sample bias, and data quality issues. This review discusses the benefits and challenges for online adolescent self-injury research, proposes strategies to overcome barriers, and provides examples and recommendations for future research.