Suicide is an important public health issue for adolescents. To investigate the risk and protective factors for adolescent suicide, a cross-sectional questionnaire-based survey was conducted at a junior high school (n = 379) in Japan in 2018. After obtaining survey data, we conducted univariate and logistic regression analyses to test for associations between suicidal ideation and several factors, including worries (i.e., about school life, interpersonal relationships at school, family life, interpersonal relationships at home, and academic performance), perceived support from school staff and family members, and social capital. In this context, the existence of trustful relationships between classmates was used as indicators of social capital. The results showed that the prevalence of suicidal ideation was 10.5%. The risk of suicidal ideation was increased by worries about 1) interpersonal relationships at school, 2) interpersonal relationships at home, and 3) academic performance, but was decreased by social support from family members and trusting relationships. Further, the rate of suicidal ideation was higher among students who expressed all these three worries when compared to those who expressed two or fewer worries. In addition, looking at students who expressed all these three worries simultaneously, the rate of suicidal ideation was higher among those with lower levels of support from family members and fewer trustful relationships. Our results suggest that the prevention of adolescent suicide should include strategies for reducing worries about interpersonal relationships at school/home and academic performance while finding ways to enhance family support and classmate social capital.