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The relationship between adverse individual socio-economic circumstances and suicidal behaviour is well established. However, the impact of adverse collective circumstances – such as the socio-economic context where people live - is less well understood. This systematic review explores the extent to which area-level socioeconomic disadvantage is associated with inequalities in suicidal behaviour and self-harm in Europe. We performed a systematic review (in MEDLINE, Embase, PsycINFO, EconLit and Social Sciences Citation Index) from 2005 to 2015. Observational studies were included if they were based in Europe and had a primary suicidal behaviour and self-harm outcome, compared at least two areas, included an area-level measure of socio-economic disadvantage and were published in the English language. The review followed The Joanna Briggs Institute guidelines for quality appraisal. We identified 27 studies (30 papers) from 14 different European countries. There was a significant association (in 25/27 studies, all of which were rated as of medium or high quality) between socioeconomic disadvantage and suicidal behaviour (and self-harm), particularly for men, and this was a consistent finding across a variety of European countries. Socio-economic disadvantage was found to have an independent effect in several studies whilst others found evidence of mediating contextual and compositional factors. There is strong evidence of an association between suicidal behaviours (and self-harm) and area-level socio-economic disadvantage in Europe, particularly for men. Suicide prevention strategies should take this into account. [ABSTRACT FROM AUTHOR]