As the suicidal behavior-substance abuse relationship is particularly common in adolescence, and is increasingly the focus of applied and clinical research, there are important design and conceptual issues that should be considered. Prospective longitudinal studies should include samples from both epidemiologically representative community samples as well as clinical samples. Innovative prospective designs and statistics using random effects and latent class models are recommended. Future prospective studies should aim to understand causal relationships. To the extent that these issues are addressed, progress will be made in understanding how and when suicidal behavior-substance use relationships occur in adolescence. Knowledge gained from these prospective longitudinal studies should lead to greater understanding on the timing, duration, and extent to which specific risk and protective factors influence the outcomes of adolescent suicidal behavior and substance abuse. In turn, findings from these studies should inform researchers who conduct future treatment and prevention studies.