Using a large nationally representative sample of Korean adolescents, we found that early initiation of each problem behavior (i.e., alcohol drinking, cigarette smoking, and sexual intercourse) was independently and significantly associated with an increased risk of suicidal ideation and suicide attempts, even when all covariates were controlled (e.g., sociodemographic characteristics, substance use, unhealthy behaviors, and psychological disorders). A similar pattern of correlations was revealed in both genders. This finding underscores that adolescent males and females whose initiation into alcohol use, tobacco use, or sexual intercourse occurred in childhood may be vulnerable to suicidal ideation and suicide attempts in adolescence. Understanding why those who have engaged in drinking, smoking, or sexual intercourse during their early lives go on to seriously consider and/or attempt suicide in later life is a complex task. It is possible that individuals with early exposure to these problem behaviors tend to be at higher risk not only for later alcohol abuse/dependence, nicotine dependence, unwanted pregnancy, abortion, and sexually transmitted diseases but also for later illicit drug abuse and antisocial characteristics, potentially leading them to consider and/or to