This prospective cohort study used administrative data from the Army Study to Assess Risk and Resilience in Servicemembers to examine associations between neurocognitive functioning and subsequent suicidal events among Regular Army enlisted soldiers during the years 2004-2009. Cases were all soldiers who completed the Army's Automated Neuropsychological Assessment Metrics (ANAM) computerized testing battery prior to documented suicide attempt (n = 607), ideation (n = 955), or death (n = 57). Controls were an equal-probability sample of 9,893 person-months from other soldiers. Exploratory factor analysis of five ANAM tests identified a general neurocognitive factor that excluded the mathematic processing test (MTH). When examined separately in logistic regression analyses that controlled for sociodemographics and prior mental health diagnosis, both the general neurocognitive factor (logit [β] = −.197 to −.521; p < .01) and MTH (β = −.024 to −.064; p < .05) were associated with all outcomes. When both predictors were examined simultaneously, the general neurocognitive factor continued to be associated with all outcomes (β = −.164 to −.417; p < .05) and MTH continued to be associated with suicide attempt (β = −.015; p = .046) and ideation (β = −.014; p = .018). These small but robust associations suggest that future research must continue to examine the extent to which objective neurocognitive tests may enhance understanding and prediction of suicide risk.