Introduction The aim of this study was to determine the association between sexual abuse, substance abuse and socio-demographic factors with suicidal ideation (SI), plans (SP) and deliberate self-harm (DSH) and propose steps to prevent youth suicidal behavior. Methods This was a cross-sectional study of 6786 adolescents aged 1718 years, selected randomly from all Malaysian adolescents to undergo compulsory youth camps located in Selangor, Malaysia (20082009). Participants were assessed using self-administered questionnaires developed to reflect the local cultural setting. However, only 4581 subjects were analyzed after excluding incomplete data. Results The rates of SI, SP and DSH were 7.6%, 3.2% and 6.3%, respectively. The multivariable-adjusted odds ratio showed that sexual abuse was associated with SI 1.99 (95% CI: 1.562.55), SP 1.57 (95% CI: 1.092.27) and DSH 2.26 (95% CI: 1.752.94); illicit drug use was associated with SI 4.05 (95% CI: 2.147.67), SP 2.62 (95% CI: 1.056.53) and DSH 2.06, (95% CI: 1.054.04); for alcohol use DSH was 1.34 (95% CI: 1.001.79). Being female was associated with all suicidal behaviors: SI 2.51 (95% CI: 1.913.30), SP 2.07 (95% CI: 1.393.08) and DSH 1.59 (95% CI: 1.192.11). Discussion Given the well-founded concern of increasing risk of suicidal behavior among youth, preventive efforts should adopt a more comprehensive approach in dealing with sexual abuse and substance abuse, and their sequelae, especially in girls.