Importance: The negative health-related effects of SARS-CoV-2 infection may include increased risk for self-directed violence. Objective: To assess suicide attempts and other self-directed violence risk among US Veterans with a positive polymerase chain reaction (PCR) test for SARS-CoV-2 infection compared to matched uninfected Veterans. Design, Setting, and Participants: Using a target trial emulation design supported by comprehensive electronic health records from the US Veterans Health Administration, Veterans who had a positive PCR test between March 1, 2020 and March 31, 2021 were matched with non-infected comparators. Monthly matching was anchored to first positive PCR test for each patient. Groups were followed for one-year thereafter. Exposure: Positive SARS-CoV-2 PCR. Main Outcomes and Measures: Suicide attempts and self-directed violence documented in electronic health records by a VHA provider. Hazard ratios (HR) for time to first suicide attempt and self-directed violence (separate models) for the infected versus comparator group were measured using Cox regression models. Analyses were performed for short-term (days 1-30), long-term (days 31-365) and one-year (days 1-365) and further stratified by age and prior self-directed-violence history. Sensitivity analyses included censoring to address comparators crossing over by later testing positive for SARS-CoV-2. Results: Among the 1,190,974 Veterans included, during the one-year period after the index date; 3,078 (0.258%) had a suicide attempt and 2,887 (0.242%) had self-directed violence. Regardless of follow-up duration, the HRs for suicide attempts and self-directed violence were higher for the infected group. For suicide attempts, short-term HR=2.54 (95% Confidence Interval [CI]: 2.05 to 3.15), long-term HR=1.30 (CI: 1.19 to 1.43) and one-year HR= 1.41 (CI: 1.30, 1.54). For self-directed violence, short-term HR=1.94 (CI: 1.51 to 2.49), long-term HR=1.32 (CI: 1.20 to 1.45), and one-year HR=1.38 (CI:1.26, 1.51). Conclusions and Relevance: In matched cohorts, Veterans who had a positive SARS-CoV-2 PCR test had a higher risk of suicide attempt and self-directed violence that were greatest within the first 30 days and present for at least one year following. These findings highlight the importance of assessing patient experiences of suicide attempt and other forms of self-directed violence during different time periods post-infection to identify opportunities to augment prevention efforts and support those affected.