Background and Aims: The use of cannabis has previously been linked to both depression and self-harm, however the role of genetics in this relationship are unclear. We aimed to examine the phenotypic and genetic relationships between these traits. Design: Genetic and cross-sectional phenotypic data collected through UK Biobank, together with consortia genome-wide association study summary statistics. These data were used to assess the phenotypic and genetic relationship between cannabis use, depression and self harm. Setting: UK, with additional international consortia data Participants N=126,291 British adults aged between 40 and 70 years, recruited into UK Biobank. Measurements: Genome-wide genetic data, phenotypic data on lifetime history of cannabis use, depression and self-harm. Findings: In UK Biobank, cannabis use is associated with increased likelihood of depression (OR=1.64, 95% CI=1.59-1.70, p=1.19x10-213) and self-harm (OR=2.85, 95% CI=2.69-3.01, p=3.46x10-304). The strength of this phenotypic association is stronger when more severe trait definitions of cannabis use and depression are considered. Additionally, significant genetic correlations are seen between cannabis use and depression using consortia summary statistics (rg=0.289, SE=0.036, p=1.45x10-15). Polygenic risk scores for cannabis use and depression both explain a small but significant proportion of variance in cannabis use, depression and self harm within a UK Biobank target sample. However, two-sample Mendelian randomisation analyses were not significant. Conclusions: Cannabis use is both phenotypically and genetically associated with depression and self harm. Future work dissecting the causal mechanism linking these traits may have implications for cannabis users.