Suicide among adolescents continues to be a serious problem. Studies have found that substance use of tobacco, alcohol and illicit drugs is associated with suicide ideation and attempts. An article also analyzed gender differences in terms of suicide ideation and suicide attempts by considering substance use factors separately for males and females. The article is based on the data collected for the 2011 European School Survey Project on Alcohol and other Drugs (ESPAD), which was carried out in 42 secondary schools in Kosovo. A total of 4709 students born in 1995 and 1996 were surveyed according to ESPAD methodology. Logistic regression results indicate that cannabis use during the last 30 days was strongly associated with suicide attempts for both males and females. Frequency of alcohol consumption over the last 30 days was also associated with suicide ideation and attempts. The lifetime use of illegal drugs (amphetamines, ecstasy or hallucinogenic) was highly associated with suicide ideation for males but not for females. Findings show gender differences in suicide ideation; females reported higher rates of suicidal thoughts (9%) than males (6.3%). On the other hand, there were no gender differences for lifetime self-reported suicide attempt rates (3.4%). Findings from this article have a major relevance for youth suicide prevention strategies and action plans, emphasizing that not only the illegal drugs but also legal drugs such as, tranquilizers and alcohol are strongly associated with suicide ideation and attempts.