Suicide is a leading cause of death worldwide and non-fatal suicide attempts, which occur far more frequently, are a major source of disability and social and economic burden. Both are known to have a substantial genetic etiology, which is partially shared and partially distinct from that of related psychiatric disorders. We conducted a genome-wide association study (GWAS) of 29,782 suicide attempt (SA) cases and 519,961 controls in the International Suicide Genetics Consortium and conditioned the results on psychiatric disorders using GWAS summary statistics, to investigate their shared and divergent genetic architectures. Two loci reached genome-wide significance for SA: the major histocompatibility complex and an intergenic locus on chromosome 7, which remained associated after conditioning and has previously been implicated in risk-taking, smoking, and insomnia. SA showed strong genetic correlation with psychiatric disorders, particularly major depression, and also with smoking, lower socioeconomic status, pain, lower educational attainment, reproductive traits, risk-taking, sleep disturbances, and poorer overall general health. After conditioning, the genetic correlations between SA and psychiatric disorders decreased, whereas those with non-psychiatric traits remained largely unchanged. Our results identify a risk locus that contributes more strongly to SA than other phenotypes and suggest the existence of a shared genetic etiology between SA and known risk factors that is not mediated by psychiatric disorders.