Suicidal behavior is prevalent with first psychotic episodes, but reports of associated factors involve inconsistent findings and emphasis on schizophrenia. We evaluated suicide attempt rates and associated risk factors in 395 first-episode patients with various DSM-5-TR diagnoses with psychotic features, comparing 83 suicidal patients to others. Suicide attempt risk averaged 21.0%, with the final diagnosis ranked as follows: major depression, bipolar I depression, bipolar I mixed features, schizoaffective—depressed, unspecified psychosis, schizophrenia, schizoaffective—bipolar, bipolar I mania, delusional disorder, and none with schizophreniform or brief psychosis. Associated by multivariable modeling were initial recklessness ≥ initial impulsive violence ≥ initial anergy ≥ prior suicide attempt ≥ initial despair ≥ initially homicidal. Risk factors were similar in 36.1% of suicidal cases before and at first episodes. Suicide attempts were prevalent with hospitalized first psychotic episodes: more with major affective disorders or schizoaffective—depression than with schizophrenia or other diagnoses. Notable risk factors included initial reckless, impulsive, angry, and violent behavior, depressive features, anergy, and prolonged prodromes.