This study aimed to investigate the correlations between early initiation (<12 years) of smoking cigarettes, alcohol use, and drug use (cannabis) with suicidal ideation and suicide attempts in school-aged adolescents in four Pacific Island countries in Oceania. The sample included 6540 adolescents (≤13 to ≥16 years old) from Kiribati, Samoa, Solomon Islands, and Vanuatu. Bivariate and multivariable analyses were conducted to assess the association between pre-adolescent substance use initiation and suicidal ideation and suicide attempts. Results indicate a prevalence of 25.8% suicidal ideation in the past 12 months (ranging from 17.2% in Vanuatu to 34.7% in Kiribati) and 34.9% suicide attempts in the past 12 months (ranging from 23.5% in Vanuatu to 62.0% in Samoa). The prevalence of early cigarette smoking initiation was 15.7%, early alcohol initiation 13.8%, and early drug use initiation was 12.9%. Students who reported pre-adolescent substance use initiation, compared with non-substance users, were more likely reporting suicidal ideation and suicide attempts. The concurrent initiation of cigarette smoking, alcohol, and drug use should be targeted in early prevention programmes in order to prevent possible subsequent suicidal behaviours.