The association between problem gambling and suicidal behaviours is well established in treatment seeking populations, but less explored among sub-clinical problem gamblers in the general population. The aim of this study was to examine the association between problem gambling (including moderate risk gambling) and suicidal ideations/suicide attempts, in the general Swedish population. Another aim was to compare problem gamblers with and without suicide ideation/attempts. A case-control study nested in the Swelogs cohort was used. Both ideations and attempts were about twice as frequent among the cases compared to the controls. After controlling for socio-economic status and life-time mental health problems, suicidal ideation, but not attempts, remained significantly higher among the cases compared to the controls. The largest difference between attempters and non-attempters were on payment defaults and illicit drug abuse, whereas depression yielded the largest difference between ideators and non-ideators. Problem gambling severity (PGSI 8+) resulted in the smallest difference, compared to the other variables, between attempters and non-attempters. Even though no conclusion regarding the casual relationship can be drawn in this type of study, it seems like sub-clinical levels of problem gambling might have an impact on suicidal ideations whereas for suicide attempts to occur, other factors need to be present. In addition to mental health issues, financial difficulties may be such factors.