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Borderline Personality Disorder (BPD) is a disabling and difficult-to-treat mental disease. One of its core features is a significant difficulty in affect regulation, which is often accompanied by Non-Suicidal Self-Injury (NSSI). It is suggested that this type of behavior elicits positive emotions and mitigates emotional distress, and therefore can ultimately be reinforced and promoted. In spite of the high prevalence of NSSI behaviors (also in non-BPD samples), their role in modulating reward-related processes has not yet been investigated in BPD patients. In the present study, this lack of research was addressed. A large sample of BPD patients (N = 40), divided into two groups depending on the presence of NSSI, and a group of matched healthy controls underwent functional Magnetic Resonance Imaging (fMRI) while performing a gambling task. Patients who committed NSSI acts exhibited enhanced activation of the orbitofrontal cortex following an unexpected reward, when compared with controls and BPD patients with no NSSI behavior. In addition, the NSSI group showed diminished functional connectivity between the left orbitofrontal cortex and the right parahippocampal gyrus. These findings might suggest impaired ability to update reward associations of potential choices when both BPD and NSSI are present. We propose that the presence of NSSI involves alterations in the reward system independently of BPD, and thus can be considered as a possible phenotype for reward-related alterations.