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Background: Immigrant populations in western societies have grown in their size and diversity yet evidence is incomplete for their risks of suicidality and criminal violence. We examined these correlated harmful behaviours in a national cohort., Aims: (i) Compare absolute risk between first and second generation immigrants, foreign-born adoptees and native Danes by plotting cumulative incidence curves to onset of early middle age; (ii) estimate sex-specific relative risks for these immigrant type subgroups vs. native Danes; (iii) examine effect modification by higher vs. lower socio-economic status., Methods: In a cohort of over two million persons, attempted suicides and violent crimes were investigated using data from multiple interlinked registers. We plotted sex-specific cumulative incidence curves and estimated incidence rate ratios., Results: In the whole study cohort, 1414 people died by suicide, 46,943 attempted suicide, and 51,344 were convicted of committing a violent crime. Among all immigrant subgroups combined, compared with native Danes, relative risk of attempted suicide was greater in female immigrants (incidence rate ratio, 1.59; 95% confidence interval: CI 1.54-1.64) than in male immigrants (1.26; CI 1.20-1.32), and vice versa for relative risk of violent offending in male immigrants (2.36; CI 2.31-2.42) than in female immigrants (1.74; CI 1.62-1.87). Risk for both adverse outcomes was significantly elevated in virtually every gender-specific immigrant type subgroup examined. Violent crime risk was markedly raised in first generation immigrant males and in the Danish born male children of two immigrant parents. However, male immigrants of lower social status had lower risk of attempted suicide than their native Danish peers., Conclusion: Young immigrants of both first and second generation status face serious challenges and vulnerabilities that western societies need to urgently address. Relative risk patterns for these adverse outcomes vary greatly between the genders and also by socioeconomic status. This high degree of heterogeneity points to the existence of modifiable factors that are amenable to positive change and a potential for effective intervention.