Data from the 2010 Minnesota Student Survey was analyzed to identify risk and protective factors that distinguished adolescents across three groups: no suicidality, suicidal ideation only, and suicide attempt. The population-based sample included 70,022 students in grades 9 and 12. Hopelessness and depressive symptoms emerged as important risk factors to distinguish youth who reported suicidal ideation or behavior from those without a history of suicidality. However, these factors were not as important in differentiating adolescents who attempted suicidal from those who considered suicide but did not act on their thoughts. Instead, for both genders, self-injury represented the most important factor to distinguish these youth. Other risk factors that differentiated the latter groups, but not the former groups, for males were dating violence victimization and cigarette smoking, and for females was a same-sex sexual experience. Running away from home also seemed to increase the risk of a suicide attempt among youth in this study. Parent connectedness and academic achievement emerged as important protective factors to differentiate all the groups, yet neighborhood safety appeared to protect against the transition from suicidal thoughts to behavior. Findings from this study suggest risk and protective factors practitioners should target in clinical assessments and intervention programs to help prevent suicidal behavior among youth at greatest risk.