Background: Suicide and suicidal behaviors were already a global public health problem, producing preventable injuries and deaths. This issue may worsen due to the COVID-19 pandemic and may differentially affect vulnerable groups in the population, including children, adolescents, and young adults. The current study evaluated the association of affective variables (depression, hopelessness, and anxiety), drug use (alcohol, tobacco, and others), emotional intelligence, and attachment with suicidal behaviors. Methods: A state-wide survey included 8033 students (51% female, 49% male; mean age of 16 years) from science and technology high-schools using a standardized questionnaire that was distributed online. Multinomial logistic regression models tested associations between suicidal behaviors and several covariates. The analyses accommodated the complex structure of the sample. Results: Approximately 21% of all students reported a suicidal behavior (11% with a low-lethality suicide attempt, 6% with self-injuries, and 4% with a high-lethality suicide attempt). Variables associated with higher odds of suicidal behavior included: female sex, depression, hopelessness, anxiety, alcohol and tobacco use, childhood trauma, and having to self-rely as issues affecting attachment, and low self-esteem. Security of attachment was associated with lower odds of suicidal behavior. Conclusions: The complexity of suicidal behavior makes it clear that comprehensive programs need to be implemented.