Background: Youth non-suicidal self-injury (NSSI) and suicide are major public health concerns, but limited data are available on the prevalence and correlates of these problems in developing countries. The aim of this study is to describe experiences of three suicidal phenomena (NSSI, suicidal ideation [SI], and suicide attempt [SA]) among children and adolescents from two developing countries. We also examine how depression, anxiety, sleep problems, child maltreatment, and other socio-demographic variables associate with the risk of NSSI only, SI only, SA only, and co-occurring NSSI/SI/SA. Methods: We conducted a population-based cross-sectional study of school-based Ugandan and Jamaican children and adolescents. Participants were 11,518 (52.4% female) Ugandan and 7,182 (60.8% female) Jamaican youths aged 9-17 years. Results: The estimated lifetime prevalence of NSSI, SI, and SA was 25.5%, 25.6%, and 12.8% respectively among Ugandan boys and 23.2%, 32.5%, and 15.3% respectively among Ugandan girls. As for the Jamaican sample, the estimated lifetime prevalence of NSSI, SI, and SA was 21%, 27.7%, and 11.9% respectively among boys and 32.6%, 48.6%, and 24.7% respectively among girls. The odds of experiencing SI only, SA only, and co-occurring NSSI/SI/SA were significantly elevated among participants with mild, moderate, and severe depression in both countries. Limitations: The current study relied on retrospective data. Conclusions: This study found that suicidal phenomena are common among youths from Uganda and Jamaica, with rates substantially higher than among youths from high-income countries. The risk of suicidal phenomena was especially high among youths with severe depression.