Adolescent suicide has become a serious public health problem in Spain, especially after the COVID-19 pandemic. The research aims were twofold: (1) to explore the key risk factors for suicidality in adolescents in a pool of family, peer, and school relational factors and (2) to analyze specific interactions between them. These objectives involved differentiating suicidal ideation from suicidal attempt and participants' gender. Participants were 3,252 adolescents enrolled in Compulsory Secondary Education schools in Spain, aged between 11 and 17 years (49.3% boys). ANOVAs and chi-square tests were used for group comparisons, and conditional inference tree analysis was applied for multivariate analysis. Negative mother's and father's parental styles, gender, having a partner, child-to-mother violence, cybervictimization, and social media usage frequency were relevant predictors for, in that order. The tree model generated a series of useful decisions rules to identify subgroups of adolescents at elevated risk. The key predictors of suicidal attempt in girls were maternal negative parenting style along with an experience of cybervictimization. For suicidal ideation, key predictors in girls were having a partner, being violent toward their mothers, or having mothers with a negative parenting style, along with intensive social media use. For suicidal ideation in boys, cybervictimization in the absence of other relationship problems was the key predictor. These exploratory findings suggest different gender-based risk profiles to consider for targeted prevention strategies.