Children whose parents have mental health disorders are at increased risk for deliberate self-harm (DSH). However, the effect of timing of parental mental health disorders on adolescent DSH risk remains under-researched. The aim of this study was to investigate how parental hospital admissions for mental health disorders and/or DSH in different developmental periods impact on the child’s DSH risk in adolescence. A nested case-control sample was compiled from a total population cohort sample drawn from administrative health records in Western Australia. The sample comprised 7,151 adolescents who had a DSH-related hospital admission (cases), and 143,020 matched controls who hadn’t had a DSH-related hospital admission. The occurrence of parental hospital admissions related to mental health disorders and/or DSH behaviours was then analysed for the cases and controls. The timing of the parental hospital admissions was partitioned into four stages in the child’s life course: (1) pre-pregnancy, (2) pregnancy and infancy, (3) childhood, and (4) adolescence. We found that adolescents of a parent with mental health and/or DSH-related hospital admissions in all developmental periods except pregnancy and infancy were significantly more likely than controls to have a DSH-related hospital admission. Compared to parental hospital admissions that occurred during childhood and adolescence, those that occurred before pregnancy conferred a higher risk for adolescent DSH: adjusted odds ratio (aOR) = 1.25 for having only one parent hospitalised and 1.66 for having both parents hospitalised for mental health disorders; aOR = 1.97 for having any parent hospitalised for DSH, all being significant at the level of p < .001. This study shows that timing is important for understanding intergenerational transmission of DSH risk. The pre-pregnancy period is as critical as period after childbirth for effective intervention targeting adult mental health disorders and DSH, highlighting the important role of adult mental health services in preventing DSH risk in future generations.