Digital phenotyping refers to the collection of real-time biometric and personal data on digital tools, mainly smartphones, and wearables, to measure behaviors and variables that can be used as a proxy for complex psychophysiological conditions. Digital phenotyping might be used for diagnosis, clinical assessment, predicting changes and trajectories in psychological clinical conditions, and delivering tailored interventions according to individual real-time data. Recent works pointed out the possibility of using such an approach in the field of suicide risk in high-suicide-risk patients. Among the possible targets of such interventions, adolescence might be a population of interest, since they display higher odds of committing suicide and impulsive behaviors. The present work systematizes the available evidence of the data that might be used for digital phenotyping in the field of adolescent suicide and provides insight into possible personalized approaches for monitoring and treating suicidal risk or predicting risk trajectories. Specifically, the authors first define the field of digital phenotyping and its features, secondly, they organize the available literature to gather all the digital indexes (active and passive data) that can provide reliable information on the increase in the suicidal odds, lastly, they discuss the challenges and future directions of such an approach, together with its ethical implications.