The purpose of this study was to determine the associations between religion, suicidal behavior, attitudes and psychological distress in 5572 students from 12 countries by means of a self-report questionnaire. Our results showed that an affiliation with Islam was associated with reduced risk for suicide ideation, however affiliating with Orthodox Christianity and no religion was related to increased risk for suicide ideation. While affiliating with Buddhism, Catholic religion and no religion was associated with lowered risk for attempting suicide, affiliation with Islam was related to heightened risk for attempting suicide. Affiliation with Hinduism, Orthodox Christianity, Catholicism, other religions and with no religion was associated with decreased risk for psychological distress but those reported affiliating with Islam evinced greater risk for psychological distress. The associations of the strength of religious belief to suicidal ideation and attempts were in the expected direction for most but had a positive relation in respondents affiliating with Catholicism and other religions. Students reporting affiliation with Islam, the Christian Orthodox religion and Buddhism were the least accepting of suicide but they displayed a more confronting interpersonal style to an imagined peer with a suicidal decision. It was concluded that the protective function of religion in educated segments of populations (university students) and in university students residing in Muslim countries where freedom from religion is restricted or religion is normative and/or compulsory is likely to be limited. Our findings suggest that public policies supporting religious freedom may augment the protective function of religion against suicide and psychological distress.