Some risk and protective factors differ in their importance to suicidal and nonsuicidal people. In this research we explore the cross-sectional differences between risk factors among suicidal adolescents and nonsuicidal adolescents by focusing on self-esteem. Sixty-five suicidal and 390 nonsuicidal adolescents were compared on Harter's Self-Perceived Profile for Adolescents, self-concept stability, seeking support, loneliness, and depression. Self-concept stability, loneliness, and peer support correlated differently with self-esteem. In multivariate regression analyses, variance in self-esteem was explained by depression and loneliness, and among nonsuicidal adolescents also by self-concept stability, support, and competencies. Loneliness and self-concept stability related differently to self-esteem in suicidal and nonsuicidal adolescents. When the aim is to enhance self-esteem, this difference may delineate suicidal subgroups that need special interventions.