Objectives Veterans who decline to provide information on their history of self-injurious thoughts and behaviors (SITBs) may be at elevated suicide risk. We examined associations between non-response to a question assessing lifetime SITBs and proxy variables of suicide risk. Methods In this population-based cross-sectional study of 4069 US veterans, responses to the Suicidal Behaviors Questionnaire-Revised were examined to group veterans into one of three categories: (1) denied lifetime SITBs, (2) reported lifetime SITBs, or (3) declined to respond. Results Overall, 69.5% of veterans denied a SITB history, 29.5% reported a SITB history, and 1.0% declined to provide information regarding SITBs. In adjusted analyses, veterans who declined to provide information on SITBs were significantly more likely than veterans who explicitly denied lifetime SITBs to screen positive for posttraumatic stress disorder; report lifetime non-suicidal self-injury; and report elevated levels of total trauma burden, externalizing behaviors, loneliness, received social support, and provided social support. Across these constructs, veterans who declined to provide SITB information were statistically indistinguishable from veterans who explicitly reported lifetime SITBs. Conclusions Veterans who decline to provide information about suicidal thoughts and behaviors may represent a covert group at elevated risk for suicide.