I have been through this in the past, so yes, I think you can have withdrawals from cutting.

From: http://en.wikipedia.org/wiki/Self-injury

Those who engage in self-injury face the contradictory reality of harming themselves whilst at the same time obtaining relief from this act. It may even be hard for some to actually initiate cutting, but they often do because they know the relief that will follow. For some self-injurers this relief is primarily psychological whilst for others this feeling of relief comes from the beta endorphins released in the brain (the same chemicals that are thought to be responsible for the "runner's high"). These act to reduce tension and emotional distress and may lead to a feeling of calm.

As a coping mechanism, self-injury can become psychologically addictive because, to the self-injurer, it works; it enables him/her to deal with intense stress in the current moment. The patterns sometimes created by it, such as specific time intervals between acts of self-injury, can also create a behavioral pattern that can result in a wanting or craving to fulfill thoughts of self-injury.