Suicide, alcohol, drug-related deaths, and deaths of undetermined intent are major contributors to racial/ethnic disparities in premature mortality in the United States. These causes can be studied as a composite measure, self-injury mortality (SIM). As a burgeoning concept, research using SIM holds promise to inform upstream prevention efforts that target multiple self-harm-related causes of death. Still, very little is known about how suspected social determinants are associated with SIM rates across racial groups. Related research suggests the socio-economic environment contains important factors influencing increasing mortality rates and racial disparities in SIM-related causes. Area-based deprivation is implicated as a good proxy measure for these factors, but no studies have investigated the links between multiple indicators of deprivation and SIM. Addressing gaps in existing research, this study assesses the relationship between state-year level Multidimensional Deprivation Index (MDI) and SIM rate in the U.S. population from 2015-2020 and among non-Hispanic American Indians/Alaska Natives, Blacks, and Whites. Data from National Violent Death Reporting System restricted access data provided information on suicides and deaths of undetermined intent, and among these deaths that were substance-involved. The cumulative annual percent change in SIM rates also increased over the study period markedly for Blacks, and to a lesser magnitude for AIANs, but not Whites. Among AIANs and Blacks SIM rate growth was primarily due to increases among youth and young adults. Results also indicated significant racial disparities in SIM rates overall, with AIANs bearing the highest burden of SIM risk, alcohol-related SIM, and SIM involving both alcohol and drugs. However, racial disparities were most prominent at low MDI levels, versus high MDI levels. Among the whole population, analyses found a dose-response effect of MDI on SIM rates, with the effect being significantly positive above mean levels of MDI. There was also significant variation in the effect of MDI on SIM across states. Overall, findings suggest that state socio-economic environment can potentially have a significant influence on SIM risk, especially in area with high levels of MDI. More research is needed to isolate the effect of specific socio-economic factors at multiple geographic levels, contextualize state environments within socio-economic policies, and elucidate specific pathways that may influence increasing SIM risk among AIAN and Black youth. This study provides evidence that prevention and intervention efforts targeting socio-economic factors could potentially mitigate population-level SIM risk, especially in states with high levels of multidimensional deprivation.