Insecure attachment has been identified as a risk factor for adolescent psychopathology and, consequently, for suicidal behavior. We aimed to highlight the relationship between the attachment styles of adolescents and their suicidal behavior and to investigate the role of each parent in the suicidality pathway of adolescents. The sample consisted of 217 adolescent inpatients who were at the highest risk for suicidal behavior and who were hospitalized in the Unit for Intensive Child and Adolescent Psychiatry. Self-report questionnaires assessing their attachment to their parents, their acquired capability for attempting suicide, their suicidality, and a number of traumatic life events were administered. The results showed a higher level of attachment avoidance rather than attachment anxiety among the most at-risk adolescents. An acquired capability for suicide (ACS) mediated the positive correlation between adolescents’ attachment avoidance in relation to the mother or father and their suicidality. The suppressive mediating effect of an ACS on the association between attachment anxiety in relation to the father and suicidality was detected. The odds ratio for attempted suicide was more than two times higher for adolescents who were insecurely attached to their father compared to adolescents who were insecurely attached to their mother. Our results confirmed the importance of attachment, especially paternal attachment, in developing suicidality during adolescence. Preventive and clinical interventions should target these important domains with the aim of decreasing suicidality among adolescents.