Attempts to investigate non-disclosure are hampered by the very aspect being examined, namely an unwillingness to disclose non-disclosure. Although qualitative interviews may be considered to be an appropriate method for in-depth exploration of personal experiences, a lack of anonymity and the desire to conform to what is perceived to be socially acceptable limit its application in sensitive research. The current study, using a qualitative approach, addresses non-disclosure in the context of non-suicidal self-injury. Twenty-five young adults from diverse cultural backgrounds were interviewed in depth about their perceptions of self-injury, without the researchers asking directly whether the participants had ever self-harmed. Two techniques were used to enhance discussion within the qualitative interview: participants were invited to (a) discuss three hypothetical scenarios and (b) explore alternative interpretations of statistical data on patterns of self-harm. Key themes emerged regarding disclosure, gender issues, and culturally shaped concerns about the consequences of disclosure. The contributions of each element of the interview to understanding participants’ perceptions are highlighted and alternative methodological approaches for examining disclosure are discussed.