Suicide is the second leading cause of death in youth globally; however, there is uncertainty about how best to intervene. Suicide rates are typically higher in males than females, while the converse is true for suicide attempts. We review this "gender paradox" in youth, and in particular, the age-dependency of these sex/gender differences and the developmental mechanisms that may explain them. Epidemiologic, genetic, neurodevelopmental and psychopathological research have identified suicidal behaviour risks arising from genetic vulnerabilities and sex/gender differences in early adverse environments, neurodevelopment, mental disorder and their complex interconnections. Further, evolving sex-/gender-defined social expectations and norms have been thought to influence suicide risk. In particular, how youth perceive and cope with threats and losses (including conforming to others' or one's own expectations of sex/gender identity) and adapt to pain (through substance use and help-seeking behaviours). Taken together, considering brain plasticity over the lifespan, these proposed antecedents to youth suicide highlight the importance of interventions that alter early environment(s) (e.g., childhood maltreatment) and/or one's ability to adapt to them. Further, such interventions may have more enduring protective effects, for the individual and for future generations, if implemented in youth.