Why do certain depressed people turn to self harm?

[Eva]

I'm a teen and I could say self-harm would be more common with depressed peers.
I just wanna know why some people turn to this while in a state of anxiety or depression. Would it be used as a coping device? Distraction? A sense of release ? I never fully understood why one would endure physical pain while they're already enduring emotional pain.

Obviously I'm aware of self-harm and cutting due to the media and such, but I never questioned it until my friend recently told me that she would cut when she was going through social anxiety. The question "why?" never occurred to me until now. I just want a better understanding of this all. Thanks

P.s. If I've offended anybody with what I have said I'm really sorry, I know this is a really touchy subject.