Suicide is the second leading cause of death among youths in many countries, and is a serious concern for public health. There are significant epidemiological differences between females and males--the "gender paradox". On the one hand, females report suicidal ideation more frequently, and attempt suicide more often. On the other, boys exceed females in the rates of suicidal deaths. Although many studies have been conducted to identify the risk factors for suicidal behavior, these have not focused on gender differences. In this review we examine the differences between suicidal females and males, in childhood and adolescence, as well as in adults. We review the gender differences concerning risk factors that have been linked to suicidal behavior. We also relate to the gender dependent social attitude toward suicidal behavior. Identifying the risk factors for suicidal behavior for each gender separately will help us understand, why girls try to commit suicide more often, but are relatively protected from dying from such acts, and the opposite is relevant for boys. This discussion is vital for the development of suicide prevention programs.