Objective: To review the literature regarding adolescent suicide risk and explore the associations between treatment compliance (expressed as a concept including measured adherence to treatment and/or mental health service utilization) and risk and protective factors for suicidal behavior (SB), as well as the association between treatment compliance and reattempts. Methods: PubMed, LILACS, and Google Scholar were searched using the following terms: (adolescent*) AND (suicide*) AND (risk factor OR protective factors) AND (treatment compliance OR treatment attrition OR treatment adherence OR treatment drop out OR treatment retention OR mental health utilization). We retrieved studies that focused on the relation of treatment compliance to risk and protective factors for SB and that had only adolescent samples. Results: Of 4,841 articles, 30 original articles were selected for review. Most studies indicated high mental health service (MHS) utilization and poor treatment adherence by SB patients. Social minority status and conduct disorder were associated with less treatment adherence, while female sex, parental perceived need for treatment, and major depression were associated with greater treatment adherence. Inpatient and intensive emergency care after SA and family interventions improved MHS utilization and treatment compliance. However, we found no substantial protective effect of treatment compliance against reattempts. Conclusion: Effective treatment planning for compliance requires considering psychopathology, treatment planning, and social, familial, and individual factors.