Suicide exposure is associated with an increased risk for suicide. There is limited research on the mechanisms that increase this risk. This study aims to: (1) compare suicide exposure and associated variables in veteran, active duty, and civilian participants, (2) examine the extent to which fearlessness about death and suicide risk factors differ as a function of group membership and suicide exposure, and (3) determine the degree to which relationship to the decedent, perceived closeness, and reported impact of the death are associated with fearlessness about death and suicide-related outcomes. 1,533 participants were included, of whom 48% of active duty service members, 65% of veterans, and 58% of civilians reported knowing someone who died by suicide. A series of regressions were conducted. There were group differences by military service on the suicide exposure variables. Furthermore, there were significant main effects for military service group and suicide exposure on the outcome variables. In general, civilians reported greater suicide risk and active duty service members reported greater fearlessness about death. Fearlessness about death mediated the associations between perceived closeness and a history of suicide attempts. The loss of a military colleague to suicide was found to be unique and distinguishable from other important relationships. Results suggest the need to consider suicide exposure and closeness as salient variables associated with fearlessness about death and suicide risk factors. Inquiring about suicide exposure, closeness to the decedent, fearlessness about death, and beyond familial losses to suicide may indicate important avenues of intervention.