This study aimed to disentangle the influence of depression and self-esteem on suicidal behaviour in adolescence. Grades 8 and 11 students in Cape Town, South Africa (n = 939) completed questionnaires assessing suicidal ideation and behaviour, depression, and self-esteem with respect to family, peers, school, sports/athletics, body image and global self-worth. Data were analysed using a series of multinomial logistic regression models adjusted for gender, grade, race and the sampling strategy. Results indicated that depression and low self-esteem in the family context were independently associated with suicide ideation and attempts. Moreover, low family self-esteem significantly differentiated suicide attempters from ideators. Screening for depression and low self-esteem in the family context is discussed as a possible strategy for helping to identify adolescents at risk for suicide attempts.