Sexual and gender minority (SGM) populations are at increased risk for several negative psychological outcomes, including self-injury. Although correlates of self-injurious thoughts and behaviors (SITBs) have been identified, it is unclear which factors are prospective predictors of SITB engagement in SGM youth. The current study investigated an online sample of 252 SGM adolescents over a 6-month period. Participants reported attitudes based on SGM identity, depression, self-criticism, body image, family support and family strain, friend NSSI engagement, and experiences of everyday discrimination. Lasso and elastic net regularized logistic regressions were used to examine which baseline variables were associated with SITB engagement at follow-up. Models resulted in excellent predictive accuracy of nonsuicidal self-injury and suicidal ideation (mean Area Under the Receiving Operating Characteristics Curve [AUC] of 0.90 and 0.91), good predictive accuracy for suicide plans (mean AUC = 0.85), and fair predictive accuracy for suicidal behaviors (mean AUC = 0.78). Several variables emerged as prospectively related to SITB risk, with varied associations across different SITBs. Results suggest that minority-specific factors may predict SITBs in SGM adolescents. (PsycINFO Database Record (c) 2019 APA, all rights reserved).