In recent years, suicide rates have increased in adolescents and the young population, so these age groups are considered as populations at risk. Considering that suicidal ideation is the first sign of possible future suicide behavior, the objective of this study is to determine the relative importance of psychological maturity, personality, depression and life satisfaction in predicting suicidal ideation in adolescents. Results show that depressive symptoms is the variable that best predicts suicidal ideation, but psychological maturity, life satisfaction and emotional stability are predictors as well (R2 = .51, p < .001). However, the Multigroup Structural Equation Models analyses carried out show that emotional stability has an indirect relationship with suicidal ideation, through its relationship with depressive symptoms, life satisfaction and identity. Two Multigroup Structural Equation Models were proposed to better understand the relationships between these variables for each sex. The results show that the fit of the model that includes the variable Self-reliance is better for boys than for girls (chi-square contributions of 8.175 for girls and 1.978 for boys) unlike the other model (chi-square contributions of 0.288 for girls and 1.650 for boys). These results suggest that the psychological maturity subscale Self-reliance play a role in suicidal ideation in males but not in females. Although there have been no previous studies on the role of psychological maturity as a predictor of suicidal phenomena, the current study suggests that it is a feature to be considered in the prediction of adolescent suicidal ideation.