Background: Migration has been reported to be associated with higher prevalence of mental disorders and suicidal behaviour. Aims: To examine the prevalence of emotional and behavioural difficulties, suicidal ideation and suicide attempts among migrant adolescents and their non-migrant peers. Method: A school-based survey was completed by 11 057 European adolescents as part of the Saving and Empowering Young Lives in Europe (SEYLE) study. Results: A previous suicide attempt was reported by 386 (3.6%) adolescents. Compared with non-migrants, first-generation migrants had an elevated prevalence of suicide attempts (odds ratio (OR) 2.08; 95% CI 1.32-3.26; P=0.001 for European migrants and OR 1.86; 95% CI 1.06-3.27; P=0.031 for non-European migrants) and significantly higher levels of peer difficulties. Highest levels of conduct and hyperactivity problems were found among migrants of non-European origin. Conclusions: Appropriate mental health services and school-based supports are required to meet the complex needs of migrant adolescents.