Some prior research has suggested that the brain-derived neurotrophic factor (BDNF) gene may amplify responses related to life stress (e.g., depression and anxiety) or associated with negative moods (e.g., self-harm and diminished cognitive functioning). The purpose of this study was to investigate whether stress/mood-related associations with depressive and anxiety symptoms, deliberate self-harm, and executive functioning (EF) are moderated by genotypic variations in BDNF rs10835210 (a relatively understudied BDNF polymorphism) in a nonclinical sample. As part of a larger study, European American social drinkers (N = 132; 43.9% female; M age = 26.0, SD = 7.6) were genotyped for BDNF rs10835210 and were administered self-report measures of subjective life stress, depressive and anxiety symptoms, and history of non-suicidal self-injury (NSSI) and behavioral measures of EF and deliberate self-harm. Results indicated that BDNF significantly moderated the life stress associations with depressive symptoms and NSSI, the anxious mood association with EF, and the depressed mood association with deliberate self-harm behavior. Each of these BDNF × stress/mood interactions were characterized by stress/mood associations that were stronger in individuals with the AA genotype (homozygous for the minor allele) than in individuals possessing a genotype that included the major allele (AC or CC). The main limitations of the present study were use of a cross-sectional design, modest sample size, and investigating only one BDNF polymorphism. Despite these limitations and though preliminary, current findings suggest that variations in BDNF may confer vulnerability to stress or mood, which may result in more adverse emotional, cognitive, or behavioral outcomes.