A mental health charity says a rise in hospital admissions for young people in Wales who self-harm is alarming.
Paula Lavis of YoungMinds said the true scale of self-harming could be far greater.
The figures were revealed in a study monitoring young people's wellbeing, which also showed smoking and drinking among teenagers is declining steadily.
The assembly government said the research will inform future policy.
The wide-ranging 2011 Children and Young People's Wellbeing Monitor for Wales is an attempt to pull together information on all aspects of children's lives.
Examining existing data on issues such as education, health and tackling poverty, and conducting surveys, it covers the lives of Welsh children from birth until the age of 25.
'Tip of the iceberg'
Hospital admissions for self-harm in Wales have increased, particularly among 15-17-year-old girls, from approximately 650 incidents per 100,000 people in 2003-2005 to about 900 per 100,000 in 2006-2008.
Paula Lavis said: "These figures highlight how big an issue self-harming is among some young people.
"This may only be the tip of the iceberg as they only cover hospital admissions, so do not include the many young people who do not come to the attention of services."
The assembly government published its action plan to reduce suicide and self-harm in 2008 and Ms Lavis called for current data to show it is working.
Between 1995 and 2008, the number of reported cases of chlamydia among 15 to 24-year-olds in Wales also increased from 192 to 758 per 100,000 population.
Dr Jim Richardson, a former children's nurse with a background in adolescent sexual health research, said this was down to increased awareness.
The University of Glamorgan academic said: "The ways of protecting yourself are more varied and in general people are more knowledgeable about the side and after-effects.
"All the other indicators of sexual health are following positive trends and reflect the hard work which has gone on but more definitely needs to be done."
The study also found the number of babies born with foetal alcohol syndrome in Wales rose by 10% in 2009 - causing concern among experts, despite the numbers involved being small.
Between 2006 and 2009 the number of babies with the syndrome had been falling steadily.
Helen Rogers, head of the Royal College of Midwives in Wales, said more must be done to communicate the risks of drinking alcohol during pregnancy.
She said: "This is very worrying and we are always concerned pregnant women who drink aren't taking this as seriously as they should and the real number is under-reported.
"It appears we are not doing enough to communicate the risks - I think this is a symptom of a much wider issue about our attitudes towards alcohol."
Wales already has the highest rates of women who drink and smoke before and during pregnancy in the UK.
But the proportion of 15-year-olds drinking weekly has fallen in recent years, so that in 2009/10 36% of boys and 30% of girls reported drinking this often.
This compares with 58% of boys and 54% of girls in 2001/02.
Smoking among 15-year-olds remains more prevalent among girls but has continued to decline since its peak in the late 1990s among both sexes.
This trend can be seen across the UK and is the same for 13-year-olds.
Children's Commissioner for Wales Keith Towler welcomed the monitor as a "useful benchmark" and applauded the inclusion of surveys with children.
He said: "Local authorities and the new Welsh government post-election must show they have listened, taken their views seriously and use this data to develop and review services that will have positive, lasting impact on children and young people's lives."
Nearly one in three (32%) of children in Wales now live in poverty according to figures which measure relative income after housing costs.
Children living in poverty are those living in households with below 60% of the median income for households of that type.
A consultation on maternity services in Wales ended in April but should see healthy lifestyle options promoted by all health professionals caring for expectant mothers.
In November the assembly government launched a five year plan to reduce teenage pregnancies and STIs.
It also set up a new Integrated Family Support Service to provide specialist support and health advice to families with complex needs, including drug and alcohol abuse.