We investigated whether strengths of the relationships between anti-lesbian, gay, bisexual, and transgender (LGBT) victimization, fear of violence at school, and suicide risk differ by sexual orientation among a predominantly ethnic minority sample of adolescents. Using the 2012 District of Columbia Youth Risk Behavior Survey high school data set, we performed a 4-stage, stepwise logistic regression for suicide attempts, suicidal ideation, and suicide planning. First, we tested the independent variables, sexual orientation and anti-LGBT victimization. Second, we added an anti-LGBT victimization by sexual orientation interaction term. Third, we tested the independent variable, fear of violence at school, in an additive model. Fourth, we added a fear of violence at school by sexual orientation interaction term. In Model 1, sexual orientation and anti-LGBT victimization were both significantly associated with each suicide risk behavior. In Model 2, the anti-LGBT victimization by sexual orientation interaction term was not significant for any of the dependent variables. In Model 3, fear of violence at school was significantly associated with each suicide risk behavior. In Model 4, the fear of violence at school by sexual orientation interaction term was not significant for suicide attempts or suicidal ideation but was significant for suicide planning in the direction opposite to our hypotheses. Anti-LGBT victimization, sexual orientation, and fear of violence at school were associated with suicidal ideation, suicide planning, and suicide attempts. The strength of the association between fear of violence at school and suicide planning was weaker for sexual minority adolescents than for heterosexual adolescents.