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Purpose: Suicidal behavior, defined as non-fatal suicidal thoughts and behaviors that include having suicide ideation, plan, and attempts, is a leading cause of injury and death among adolescents globally. This study aimed to explore the prevalence of and the factors associated with suicidal behavior among school-going adolescents in Bangladesh. Methods: This study utilized data from the 2014 Global School-based Student Health Survey (GSHS), Bangladesh. A sample of (n = 2989) school-going adolescents aged 11–18 years was selected for this study. Risk factors of suicidal behavior were identified using a generalized estimating equation-modified Poison regression approach. Results: The age-adjusted prevalence of suicidal behavior among adolescents in Bangladesh was 11.7%. The result indicated that individual psychosocial factors such as loneliness [adjusted risk ratio (ARR) 1.36; 95% confidence interval (CI) 1.02–1.81], anxiety (ARR 2.01; 95% CI 1.43–2.81), being bullied (ARR 1.88; 95% CI 1.51–2.33), and having no close friends (ARR 2.30; 95% CI 1.77–2.97) were associated with increased likelihood of suicidal behavior. Health-risk behaviors such as ever having sexual intercourse, alcohol and drug abuse, and social–environmental factors, such as rare parental homework check, and lack of peer support were found to be positively associated with adolescents' suicidal behavior. Additionally, a dose–response relationship is observed between the experience of multiple adverse psychosocial factors and suicidal behavior. Conclusion: Suicidal behavior is prevalent among school-going adolescents in Bangladesh. This study underscores the importance of early screening and interventions targeted to adolescents at risk, which might reduce the suicide rate among this population in Bangladesh. [ABSTRACT FROM AUTHOR]