Self-harming behaviour appears as a specific criterion for the diagnosis of borderline personality disorders (BPD) or it might have a transdiagnostic character. The aim of the study was to assess the level of empathy and empathic sensitivity in the group of self-harmers without suicidal intentions (nonsuicidal self-injury, NSSI) and to verify the correlation between empathy level and clinical symptoms such as anxiety, depression, psychological pain, and BPD. The study was conducted with a group of 129 women (M = 23.57; SD = 4.74) using both psychological and clinical measures, such as the Scale of Mental Pain, the Scale of Empathic Sensitivity, The Self-Injury Questionnaire-Treatment Related, Borderline Personality Checklist, and Hamilton Depression Anxiety Scale (HADS). The NSSI group consisted of 52 female self-harmers, while those in the control group did not exhibit such behaviour and did not declare any psychiatric diagnoses (N = 77). The analyses showed statistically significantly higher scores on the personal distress subscale in self-harmers compared to the control group. The study group was also characterized by significantly higher scores on the psychological pain, anxiety, depression, and BPD checklist compared to control subjects. At the same time, the severity of psychological pain and symptoms of depression, anxiety, and BPD correlates positively with the personal distress across the group. In contrast, statistically insignificant intergroup differences and correlations were shown for general empathy and empathic concern. Personal distress known as a dimension of affective empathy, appeared specific to the NSSI group.