The relationship between psychotic symptoms and self‐injurious thoughts (SITs) remains unclear. The short‐term temporal associations between psychotic symptoms and SITs were explored. A sample of 36 people with a diagnosis of a psychotic disorder or at‐risk mental state completed mobile phone‐based measures at multiple times each day for 1 week. Clustered regression with time‐lagged variables supported a relationship between paranoia and subsequent SITs. Hallucinations did not predict these thoughts when controlling for paranoia. The role of specific psychotic symptoms in triggering SITs is highlighted and the importance of considering these factors in risk management is discussed.