Background: Suicidal thoughts and suicide attempts among adolescents are major public health problems. More insight into secular changes in suicidal thoughts and suicide attempts among adolescents from various sociodemographic groups is crucial for adequate and targeted policy-making and prevention. We therefore examined 5-year time trends in suicidal thoughts and suicide attempts among adolescents and potential differences in time trends between sociodemographic groups. Methods: Logistic regression analyses were based on annually repeated cross-sectional data including 26,273 multi-ethnic students (13–14 years old) in the second year of various levels of secondary education in Amsterdam, The Netherlands. Results: Overall, the prevalence of adolescents in Amsterdam with suicidal thoughts decreased from 17.6% during 2010–2011 to 13.2% during 2014–2015. The prevalence of adolescents reporting suicide attempts decreased from 2.9% to 1.9% over the observed 5-year period. We found differences in these time trends between subgroups based on ethnicity and educational level. Limitations: The use of confidential and self-reported data could have biased the results. Conclusion: In order for prevention policy to be effective it is important to pay attention to changes in risk groups for suicidal thoughts and suicide attempts over time.