The aim of this study was to test the hypothesis that young people who perceive their parents to have alcohol problems are more likely to self-injure, have suicide ideation, and to attempt suicide than young people without parental alcohol problems. We also tested whether the association between parental alcohol problems and self-injury, suicide ideation, and suicide attempt among young people differed depending on the gender of the child and the parent. Data came from the Danish National Youth Study 2014, a web-based national survey. A total of 75,853 high school and vocational school students participated. Self-injury, suicidal ideation, and suicide attempts were outcomes and the main exposure variables were perceived parental alcohol problems, gender of the parent with alcohol problems, cohabitation with a parent with alcohol problems, and severity of the parents' alcohol problems. Young people with parental alcohol problems had higher odds of self-injury [boys: OR = 1.59 (95% CI 1.40-1.82); girls: OR = 1.84 (95% CI 1.69-1.99)], suicidal ideation [boys: OR = 1.81 (95% CI 1.59-2.06); girls: OR 1.74 (95% CI 1.59-1.89)], and suicide attempt [boys: OR = 2.10 (95% CI 1.63-2.71); girls: OR = 2.09 (95% CI 1.80-2.42)] compared to young people without parental alcohol problems. Girls with parental alcohol problems had higher odds of self-injury than boys with parental alcohol problems, whereas no gender differences were found for suicidal ideation and suicide attempts. Also no differences were found depending on the gender of the parent with alcohol problems. This study shows that young people with parental alcohol problems have higher odds of self-injury, suicide ideation, and suicide attempts.