Although cognitive–behavioural (CB) treatments are recognised as evidence-based interventions for depression and other disorders in adolescents, their efficacy in reducing suicidal and self-harm behaviours in this group remains equivocal. First, a systematic review of the literature was carried out (N = 25 studies) on CB treatments for adolescents who presented suicidal ideation, had made suicide attempts, or engaged in self-harm. Results suggest that the scientific quality of past studies is suboptimal. Second, a meta-analysis of the pooled data of 14 CB treatment studies was conducted using a pre–post control group design. Results indicate a significant treatment effect in reducing suicidal ideation (n = 13/14 studies; g = −.40, 95% CI [−.30, .49], z = 7.95, p = .001). A significant effect was observed also with respect to self-harm (n = 8/14 studies; g = −.27, 95% CI [−.17, .38], z = 4.96, p = .001). However, no significant effect was found for suicide attempts (n = 6/14 studies; g = −.01, 95% CI [−.13, .14], z = .07, p = .94). The poor effect observed in this case could be due to low baseline prevalence of suicide attempts in most studies owing to active exclusion of adolescents at high risk for suicide.