Background Substance use and misuse and suicidal thoughts and behaviors tend to co-occur. The purpose of this study was to examine whether (a) suicidal ideation and attempt are related to onset of alcohol, nicotine and cannabis use and dependence; (b) early use of alcohol, nicotine and cannabis is associated with onset of suicidal ideation and attempt; and (c) whether these associations persist while controlling for covariates, such as family history of alcohol problems, major depression and other internalizing and externalizing disorders. Methods The prospective cohort of the Collaborative Study of the Genetics of Alcoholism (COGA; N=3277) was used. Cross-sectional and discrete time logistic regression (i.e. survival) analyses examined associations between suicidal ideation and attempt and onset of alcohol, nicotine and cannabis use and dependence. Survival models also examined whether individual early substance use was related to onset of ideation and attempt. Results Ideation was related to 0.71–0.77 odds of onset of subsequent alcohol, nicotine and cannabis use. Attempt was associated with 1.44–1.61 odds of later alcohol, nicotine and cannabis dependence, even after accounting for covariates. Evidence for early substance use being related to subsequent onset of ideation or attempt was limited. Several sex and race differences emerged. Limitations The sample was ascertained for family history of alcoholism; not all participants had been followed up allowing for censored observations; reporting bias. Conclusion Suicide attempts are associated with increased likelihood of onset of substance dependence.