Higher BMI has been associated with a lower risk of suicide in large prospective studies, but the mechanisms for this link require elucidation. In the 2002 and 2004 iterations of the Behavioral Risk Factor Surveillance System (BRFSS), a large, population-based telephone survey of US adults conducted by the Centers for Disease Control and Prevention, participants reported their height, weight, and several potential risk factors for suicide, including alcohol use, mental health, marital status, firearm ownership, and risk-taking behaviors. We assessed whether BMI was associated with these risk factors among 224,247 eligible respondents in 2002 and 275,194 in 2004 after sample-weighted adjustment for age, race, region, smoking, and education. Alcohol-related risk factors tended to be lower with heavier BMI among women, while firearm-related risk factors tended to be higher with heavier BMI among men. Heavier BMI also tended to be associated with unmarried status and poor mental health, especially among women, and with infrequent seat belt use in men and women. No potential risk factors were consistently inversely associated with BMI in both sexes and years. In summary, in these samples of the US population, conventional risk factors for suicide were inconsistently associated with BMI, making them unlikely mediators for the observed relationship of BMI with lower risk of suicide. In some cases, risk factors were actually greater with heavier BMI. Further study of the relationship of BMI and suicide may yield novel modifiable risk factors that could cause or prevent this important cause of death.