The aim of this study was to examine the relation of mental, physical, and social wellbeing measures to death by suicide and self-harm (SH).Using a cohort design, questionnaire data on 266,324 responders aged ≥ 45 years, living in NSW, Australia were linked to hospital and death databases during 2006-2017. Adjusted incidence rate ratios (IRR) were calculated.Overall, 212 suicides and 723 SH episodes were observed. A dose-response relationship with suicidal behaviour was found for Kessler-10 Psychological Distress Scale; IRRs of 4.5 (95% CI 2.4-8.3) for suicide and 8.3 (95% CI 6.5-10.7) for SH were observed for scores of high versus low distress. Elevated rates were also observed for those reporting poor versus good or excellent health (suicide, IRR: 3.8, 95% CI 2.2-6.9; SH, IRR: 4.5 95% CI 3.4-6.1); being dependent versus not dependent on help with daily tasks (suicide, IRR: 2.4 95% CI 1.5-3.7; SH, IRR: 2.6 95% CI 2.0-3.3); being a current smoker (suicide, IRR: 1.8, 95% CI 1.1-2.9; SH, IRR: 2.9 95% CI 2.3-3.5) having versus not having male erectile problems (SH, IRR: 1.9 95% CI 1.4-2.5). Participants with ≥ 5 people versus one person to depend on had reduced suicidal behaviour (suicide, IRR: 0.5 95% CI 0.3-0.7, SH, IRR: 0.5 95% CI 0.4-0.6).An active social network was linked to lower rates of suicide and self-harm. Adverse health, dependence on help, psychological distress were associated with higher rates of suicide and self-harm, while erectile problems were linked to an elevated rate of self-harm.