Behavior that harms you physically, or puts you in physical danger, is self-destructive — like riding behind a city bus on your skateboard or living on nothing but potato chips and Coke.
If you act in a way that could hurt you, your actions are self-destructive. Not getting enough sleep night after night can be self-destructive. Other self-destructive actions are dangerous in a different way. It's self-destructive for someone to spend their paycheck gambling at a casino, or for an office worker to steal money from the company they work for. Destructive is rooted in the Latin destruere, "demolish," or literally "un-build."