BACKGROUND Self-harm and suicide behaviours are a major public health concern. Several factors are associated with these behaviours among military communities. Identifying these factors may have important implications for policy and clinical services. The aim of this review was to identify the risk and protective factors associated with self-harm and suicide behaviours among serving and ex-serving personnel of the United Kingdom Armed Forces, Canadian Armed Forces, Australian Defence Force and New Zealand Defence Force. METHODS A systematic search of seven online databases (PubMed, Web of Science, Embase, Global Health, PsycINFO, PTSDpubs and CINAHL) was conducted alongside cross-referencing, in October 2022. Following an a priori PROSPERO approved protocol (CRD42022348867), papers were independently screened and assessed for quality. Data were synthesised using a narrative approach. RESULTS Overall, 28 papers were included: 13 from Canada, 10 from the United Kingdom, five from Australia and none from New Zealand. Identified risk factors included being single/ex-relationship, early service leavers, shorter length of service (but not necessarily early service leavers), junior ranks, exposure to deployment-related traumatic events, physical and mental health diagnoses, and experience of childhood adversity. Protective factors included being married/in a relationship, higher educational attainment, employment, senior ranks, and higher levels of perceived social support. CONCLUSIONS Adequate care and support are a necessity for the military community. Prevention and intervention strategies for self-harm and suicide behaviours may be introduced early and may promote social networks as a key source of support. This review found a paucity of peer-reviewed research within some populations. More peer-reviewed research is needed, particularly among these populations where current work is limited, and regarding modifiable risk and protective factors.