Abstract: Background: Veterans with substance use disorders (SUDs) are at elevated risk of dying by suicide. We examined sex and age differences in rates and means of suicide death among veterans with alcohol (AUD) and/or opioid use disorder (OUD) diagnoses. Methods: We studied a cohort of veterans with AUD and/or OUD diagnoses who received Veterans Health Administration care and died of any cause between January 2016 and December 2020. We assessed the risk of suicide death and lethal means by sex, age, and their interaction. Results: Among veterans with AUD and/or OUD, 119,693 died of any cause during the study period. Suicides represented 4.5% of all deaths (n = 5,419), with women being 2.25 times (95% confidence interval [CI], 1.97–2.55) more likely to die by suicide than men and dying at significantly younger ages than men. Suicide deaths accounted for 21.28 and 32.25 years of potential life lost for men (mean age, 52.92 ± 14.81 years) and women (mean age, 47.65 ± 11.52 years), respectively. Intentional poisoning was the most common means of suicide death for both men and women. Women were 2.08 times (95% CI, 1.61–2.71) more likely to die by poisoning-related suicide than men. Men were 1.73 times (95% CI, 1.13–2.77) more likely to die by firearms-related suicide than women. Conclusion: Among veterans diagnosed with AUD and/or OUD, women were more likely to die by suicide, at a younger age, than men. Poisoning was the primary means of suicide death for men and women. These national-level data highlight the urgency of suicide risk assessment and prevention among women veterans with substance use disorder.