Background: The incidence of self-harm and suicidal behaviour in adolescents is increasing. Considering the great impact in this population, an actualization of the evidence of those psychological treatment's excellence for suicidal behaviour. Thus, the aim of this paper is to compile the available evidence on the effectiveness of cognitive behavioural therapy and dialectical behavioural therapy in preventing self-harm and suicidal behaviour in adolescents. Methods: A umbrella review was carried out, different databases (PubMed, CINAHL, Cochrane Library, Psyinfo, Embase, Web of Science, Scopus and Google Scholar) were consulted. The 16-item measurement tool to assess systematic reviews-2 (AMSTAR-2) were performed by two independent reviewers and any discrepancies were resolved by consensus. The Rayyan-Qatar Computing Research Institute was used for the screening process. Results: Nine systematic reviews were included. Cognitive Behavioural Therapy appears to reduce the incidence of suicide-related events compared with treatment as usual, compared to usual treatment (which usually consists of drugs and talk therapy) especially when combined with fluoxetine. Dialectical behavioural therapy seems to be associated with a reduction in suicidal ideation and self-harm. Conclusions: Although the results found show results with high heterogeneity. The evidence on cognitive behavioural therapy and dialectical behavioural therapy for suicide prevention, self-harm and suicide ideation in adolescents seems to show positive results. Considering, the special population and great impact, further research is needed and comparable studies should be sought that allow to set up robust recommendations.