Many studies have reported higher rates of suicide attempts among sexual minority individuals compared with their heterosexual counterparts. For suicides, however, it has been argued that there is no sexual orientation risk difference, based on the results of psychological autopsy studies. The purpose of this article was to clarify the reasons for the seemingly discrepant findings for suicide attempts and suicides. First, we reviewed studies that investigated if the increased suicide attempt risk of sexual minorities resulted from biased self-reports or less rigorous assessments of suicide attempts. Second, we reanalyzed the only two available case-control autopsy studies and challenge their original “no difference” conclusion by pointing out problems with the interpretation of significance tests and by applying Bayesian statistics and meta-analytical procedures. Third, we reviewed register based and clinical studies on the association of suicides and sexual orientation. We conclude that studies of both suicide attempts and suicides do, in fact, point to an increased suicide risk among sexual minorities, thus solving the discrepancy. We also discuss methodological challenges inherent in research on sexual minorities and potential ethical issues. The arguments in this article are necessary to judge the weight of the evidence and how the evidence might be translated into practice.