Abstract: Alcohol and cannabis use are each associated with suicidal thoughts and behaviors and nonsuicidal self-injury (NSSI) in military veterans, but less is known with regard to concurrent use. The present study compared US veterans (N = 1098; 78% male, 67% White) who in the past year engaged in hazardous drinking (HD only), cannabis use (CU only), or concurrent use (HD + CU), or used neither substance (comparison group), on past-year suicidal ideation, elevated risk for suicidal behavior, and past-year NSSI. Veterans completed questionnaires on sociodemographics, psychiatric and substance use history, and self-directed violence via a mailed self-report survey. Independent of covariates, HD + CU related to greater odds of past-year suicidal ideation relative to the CU only and comparison group, and greater odds of elevated risk for suicidal behavior relative to all groups. The HD only group related to greater odds of past-year suicidal ideation relative to the comparison group. Contrary to expectations, CU only did not relate to greater odds of any suicide-related outcomes. As for NSSI, both CU only and HD + CU related to greater odds of past-year NSSI relative to the HD only and comparison group. Concurrent use may increase odds of suicide-related outcomes in veterans relative to single use alone, whereas cannabis use may confer risk for NSSI regardless of if used concurrently with alcohol. These differential associations may suggest distinct mechanisms of risk for self-directed violence in veterans based on substance type (e.g., alcohol vs. cannabis) and use practice (single vs. concurrent use).