In a sample of 1252 Chinese adolescents (mean age = 15.00 years), this study examined the direct relations between gratitude and adolescents' suicidal ideation and suicide attempts. This study also examined indirect relations between gratitude and suicidal ideation and suicide attempts via two self-system beliefs--coping efficacy and self-esteem. Finally, this study examined the extent to which stressful life events moderated the direct and indirect relations between gratitude and suicidal ideation and suicide attempts. The odds of suicidal ideation and suicide attempts were lower among adolescents who scored higher on gratitude, after controlling for demographic variables. Self-esteem mediated the relations between gratitude and suicidal ideation and suicide attempts, while the mediating role of coping efficacy was not significant. Moreover, stressful life events moderated the mediated path through self-esteem. This indirect effect was stronger for adolescents low on stressful life events than that for those high on stressful life events. This study discusses the theoretical and practical implications of these findings. (Contains 3 tables and 3 figures.)