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BACKGROUND: Indigenous peoples in Canada have high rates of psychological distress and suicide. We sought to assess the socioeconomic inequalities in psychological distress and suicidal behaviours, and the factors that explain them within Indigenous peoples living off-reserve. METHODS: Using the nationally representative 2012 Aboriginal Peoples Survey collected from Indigenous adults living off-reserve in Canada, we measured income-related inequalities in psychological distress (measured on the 10-item Kessler Psychological Distress Scale) and suicidal behaviours (suicidal ideation and suicide attempt) and identified factors contributing to these inequalities using the concentration index (C) approach. RESULTS: Among 14 410 individuals representing 600 750 Indigenous adults (aged => 18 yr) living off-reserve in Canada, the mean score of psychological distress was 16.1; 19.4% reported lifetime suicidal ideation and 2.2% reported a lifetime suicide attempt. Women had higher psychological distress scores (mean score 16.7 v. 15.2, p < 0.001), and prevalence of suicidal ideation (21.9% v. 16.1%, p < 0.001) and suicide attempts (2.3% v. 2.0%, p = 0.002) than men. Poorer individuals disproportionately experienced higher psychological distress (C = -0.054, 95% confidence interval [CI] -0.057 to -0.050), suicidal ideation (Cn = -0.218, 95% CI -0.242 to -0.194) and suicide attempts (Cn = -0.327, 95% CI -0.391 to -0.263). Food insecurity and income, respectively, accounted for 40.2% and 13.7% of the psychological distress, 26.7% and 18.2% of the suicidal ideation and 13.4% and 7.8% of the suicide attempts concentrated among low-income Indigenous peoples. INTERPRETATION: Substantial income-related inequalities in psychological distress and suicidal behaviours exist among Indigenous peoples living off-reserve in Canada. Policies designed to address major contributing factors such as food insecurity and income may help reduce these inequalities.