Addictive disorders are characterized by severe consequences, including suicidal events, but most studies investigating the association between addiction and suicidal risk have focused on substance use disorders and gambling disorder at the expense of the rest of behavioral addictions. This study examined the prevalence and the associated clinical correlates of suicidal ideation and suicide attempts in a sample of patients with a diagnosis of behavioral addiction. The total sample consisted of 4404 individuals: 4103 of these patients with gambling disorder, 99 with gaming disorder, 44 with sex addiction, and 158 with buying–shopping disorder. All of them were assessed consecutively at a specialized hospital unit for the treatment of behavioral addictions. Participants attended two clinical interviews and completed self-reported questionnaires to explore clinical features of behavioral addictions, personality traits, psychopathological symptomatology, suicidal behavior, and sociodemographic variables. The highest prevalence of suicidal ideation was found in patients with gambling disorder (22.9%), followed by buying–shopping disorder (18.4%), sex addiction (18.2%), and gaming disorder (6.1%). The highest prevalence of suicide attempts was registered for sex addiction (9.1%), followed by buying–shopping disorder (7.6%), gambling disorder (6.7%), and gaming disorder (3.0%). Female gender and unemployment constituted two relevant sociodemographic factors associated with suicidal risk in gambling disorder, gaming disorder, and buying–shopping disorder. Lack of family support appeared as a relevant risk factor, except for gaming disorder. These results pointed out that suicide is a prevalent behavior in behavioral addictions, and clinicians and researchers need to pay particular attention to the specificities of each behavioral addiction when assessing suicidal risk.