Justice sensitivity (JS), the tendency to perceive and negatively respond to alleged injustice, has been associated with a range of internalizing and externalizing problems and peer victimization; however, it remains unclear if it has an association with self-victimization. Participants (N = 769) reported on their JS longitudinally at 9–19 (T1), 11–21 (T2), and 14–22 years of age (T3). They further reported on nonsuicidal self-injury (NSSI) and illegal substance use as indicators of self-victimization as well as victimization by peers at T2 and T3. A cross-lagged latent model revealed that victim JS at T1 was positively associated with NSSI, substance use, and peer victimization at T2, and victim JS at T2 was positively associated with substance use at T3. Higher observer JS at T2 predicted higher illegal substance use at T3 and higher illegal substance use at T2 predicted higher observer JS at T3. Finally, higher peer victimization at T2 predicted less perpetrator JS at T3 in the total group. Multigroup models further revealed sex-specific effects. Our findings highlight that being sensitive to injustice, particularly the tendency to feel unfairly treated or being taken advantage of, contributes to individuals’ vulnerability to both engaging in behaviors reflecting self-victimization and being a target of peer victimization, which in turn have influences on JS.