Background There is evidence that sleep disturbances and exercise are risk factors for suicide attempts; however, whether sleep disturbances are independently associated with suicide attempts is debatable. We compared the sleep and exercise patterns of individuals who attempted suicide to those of the general population and investigated whether sleep disturbances were independently associated with suicide attempts. Methods Over a year, individuals presented to the emergency department at Hamad General Hospital and Mental Health Services in Doha with suicide attempts (n = 127) filled out questionnaires on sleep and exercise, demographics, and clinical measures. A control group (n = 126) from two primary care centers filled out the same questionnaires during the same period. Results Subjects in the suicide group were significantly younger, single, had a lower level of education, and showed considerably more early insomnia, daytime tiredness, interrupted sleep, and no regular exercise. The most common diagnoses seen with suicidality were adjustment disorder and major depression, and the most common method used to attempt suicide was an overdose. After multiple regression analysis, being Arab, belonging to the category “other nationalities,” unemployment, and early insomnia were significantly associated with an increased risk of suicide attempts. Conclusion This is the first comparative study on suicide in the Arabian Gulf. Individuals in Qatar with acute stress, depressive symptoms, sleep disturbances, and lack of exercise are at increased risk of attempting suicide. Thus, clinicians need to routinely screen for sleep and physical activity because of their significant contribution to physical and mental well-being.