The risk of suicide behaviors in immigrant adolescents varies across countries and remains partly understood. We conducted a study in France to examine immigrant adolescents’ likelihood of experiencing suicide ideation in the last 12 months (SI) and lifetime suicide attempts (SA) compared with their native counterparts, and the contribution of socioeconomic factors and school, behavior, and health-related difficulties. Questionnaires were completed by 1559 middle-school adolescents from north-eastern France including various risk factors, SI, SA, and their first occurrence over adolescent’s life course (except SI). Data were analyzed using logistic regression models for SI and Cox regression models for SA (retaining only school, behavior, and health-related difficulties that started before SA). Immigrant adolescents had a two-time higher risk of SI and SA than their native counterparts. Using nested models, the excess SI risk was highly explained by socioeconomic factors (27%) and additional school, behavior, and health-related difficulties (24%) but remained significant. The excess SA risk was more highly explained by these issues (40% and 85%, respectively) and became non-significant. These findings demonstrate the risk patterns of SI and SA and the prominent confounding roles of socioeconomic factors and school, behavior, and health-related difficulties. They may be provided to policy makers, schools, carers, and various organizations interested in immigrant, adolescent, and suicide-behavior problems.