I used to self-harm. Not exactly cutting, but...it left many, many scars.
It was (is) sin. Purposefully hurting yourself is like kicking out the columns of the temple God gave you (your body). Such deep, emotional pain is hard, I know. Sometimes it may feel like you have no other options. But there are. God does not want you to express your pain in a way that hurts His son or daughter (you).
I'd encourage you to talk to someone. Someone you trust, that you know won't judge you. You may have to do things after that that you don't like such as actually talk about your feelings instead of holding them in and releasing them through cutting, being counseled, etc. but it's better in the long run for you. Trust me on that. These cuts are things you can't take back.
Besides the emotional and spiritual implications of self-harm, Chezz is right, you pose danger to yourself physically. You could get an infection, such as staph or a blood infection if it's bad enough. I know when I self-harmed, I knew that but I didn't care. I think I would have cared if it had actually happened to me, though. So, there's another reason to find help to stop.