Sexual victimisation has been associated with suicidal ideation, especially among women; however data on this association from a large sample of general population is surprisingly limited. Also, no study quantifies sex differences in the effect of sexual victimisation on suicide risk. We used data from the French Health Barometer, a general population phone survey, which recruited 25,319 adults aged 18 to 75 years in 2017. Data were weighted to be representative of the French adult population. Three outcomes were examined: (a) suicidal ideation in the preceding year, (b) suicidal imagery (having thought about how to commit suicide), and (c) suicide attempt in the preceding year. We conducted adjusted mediation analyses, using the counterfactual approach, to evaluate the contribution that lifetime sexual victimisation has in the association between sex and suicide risk. Women were around five times more likely to report lifetime sexual violence (9.1% vs 1.9%) and were more at risk of any suicidal ideation (Ora = 1.20 (95%CI: 1.07-1.36)) and suicidal imagery (Ora = 1.39 (95%CI: 1.20-1.61)), but not suicide attempt compared to men in adjusted analysis. In mediation analysis, sexual victimisation explained 49 and 40% of the increased risk women have compared to men in suicidal ideation and suicidal imagery, respectively. Sexual violence is more prevalent among women and explains a substantial share of sex difference in suicide risk. Our findings reiterate the importance of the prevention of sexual violence and an adequate care for victims, especially women, in public health and mental health policies and initiatives.