<b><i>Introduction:</i></b> Suicidal thoughts and behaviors have partially distinct genetic etiologies. <b><i>Methods:</i></b> We used PRS-CS to create polygenic risk scores (PRSs) from GWAS of non-suicidal self-injury, broad-sense self-harm ideation, nonfatal suicide attempt, death by suicide, and depression. Using mixed-effect models, we estimated whether these PRSs were associated with a range of suicidal thoughts and behaviors in the Collaborative Study on the Genetics of Alcoholism (<i>N</i> = 7,526). <b><i>Results:</i></b> All PRSs were significantly associated with suicidal ideation and suicide attempt (betas = 0.08–0.44, false discovery rate [FDR] &lt;0.023). All PRSs except non-suicidal self-injury PRS were associated with active suicidal ideation (betas = 0.14–0.22, FDR &lt;0.003). Several associations remained significant in models where all significant PRSs were included as simultaneous predictors, and when all PRSs predicted suicide attempt, the PRS together explained 6.2% of the variance in suicide attempt. Significant associations were also observed between some PRSs and persistent suicidal ideation, non-suicidal self-injury, compounded suicide attempt, and desire to die. <b><i>Conclusion:</i></b> Our findings suggest that PRS for depression does not explain the entirety of the variance in suicidal thoughts and behaviors, with PRS specifically for suicidal thoughts and behaviors making additional and sometimes unique contributions.