Objectives: Adolescent asthma can be the cause of social and psychological problems. We investigated the association between asthma with other allergic diseases and suicidal risk behavior among South Korean adolescents using nationally representative data. Methods: Web-based self-report data from the Korean Youth Risk Behavior Web-Based Survey were used in this study (N = 237,022). Complex sample logistic regression was used to define the relationship between suicidal behavior and asthma (n = 7177), with other allergic diseases [asthma with allergic rhinitis (AR) or asthma with atopic dermatitis (AD) (n = 9720), asthma with AD and AR (n = 4971)]. Results: Participants with asthma and other allergies showed a higher prevalence of substance use, greater sexual experience, greater perceived stress, poorer perceived health, more severe depression, more suicidal ideation, and more suicide attempts than those without allergy. Depression, suicidal ideation, and suicide attempts increased trend in the following order: no asthma, asthma only, asthma with one other allergy (asthma with AD or asthma with AR), and asthma with AD and AR. After adjusting for multiple confounders, the odds ratio for suicidal ideation with asthma and AD and AR was 1.13 [95% confidence interval (CI), 1.06-1.19] and that for suicide attempts was 1.31 (95% CI, 1.20-1.43). Conclusions: Adolescent asthma and other allergies were associated with suicidal behavior.