For psychotherapists, working with self-injury presentations - such as self-cutting, hitting and biting - is recognised as being especially demanding, often leaving the clinician to feel anxious and overwhelmed. Due to the challenges that arise in providing psychotherapy for this client group supervision is considered particularly critical. Nonetheless, there is a dearth of research investigating if, and how, supervision might benefit the supervisee in their work with this clinical population. The aim of this study was to gain an in-depth understanding of the supervision experiences of psychotherapy supervisees where the focus of that supervision was their work with clients who self-injure. An Interpretative Phenomenological Analysis (IPA) study was carried out to explore this clinical-supervision intersection. Semi-structured one-to-one interviews were conducted with ten supervisees. Two contrasting superordinate themes emerged: ‘Being in it Together’, and ‘Being on my Own’. The challenges experienced by the participants in their clinical work transferred into supervision as a constellation of needs: To be personally supported with the impacts of the work, educated on the nature of self-injury, and clinically guided. The supervisees valued a proactive, and a steady, approach from their supervisor. The study also revealed that supervisees can be profoundly impacted by their experiences in supervision, which can inspire or disrupt the supervisory alliance. The findings are discussed in relation to the existing literature, and in terms of their research, training and clinical implications.