Abstract Objective: This study aimed to identify stressors over‐represented in the 12 months prior to death among 553 Victorian adults who died by suicide. Methods: Age‐ and sex‐specific suicide rates and relative risks of suicide were calculated using numerator data on suicides occurring in 2013 by people with a given exposure sourced from the Victorian Suicide Register and denominator data on the total Victorian population with that exposure sourced from the 2014 Australian Bureau of Statistics General Social Survey. Results: Mental illness was associated with increased suicide risk among people of all age groups and both sexes. Alcohol and/or other drug problems were associated with increased risk for males and females of all ages, with the exceptions of the oldest males and females, and the youngest females. Trouble with the police was associated with increased risk among all but the oldest males, whereas among females it was associated with elevated risk in those aged 25–44 years and 65+ years. Conclusions and Implications for public health: Males experiencing mental illness and alcohol and other drug problems should be a particular priority for suicide prevention initiatives but people exposed to other stressors such as contact with the police and divorce/relationship separation also warrant attention.