Suicide and anxiety are prevalent issues affecting the mental health of college students. The objectives of this research were to determine the prevalence of suicidal behavior and generalized anxiety by sex, age and academic program and to analyze the relationship between these variables in university students from a Colombian city. Quantitative, non-experimental, correlational research, sample of 2436 students (59.2% women, 40.4% men) between 16 and 51 years of age. The instruments used were the Self-injurious Thoughts and Behaviors Interview; Columbia-Suicide Severity Rating Scale and the anxiety disorders section of the Composite International Diagnostic Interview. Data analysis was performed through SPSS software. It was found that 21.9% of students reported suicidal ideation, 13.3% suicidal plan, 2% suicide attempt, 11.7% non-suicidal self-harm and 17% generalized anxiety disorder in the last year. A higher prevalence of suicidal behaviors and anxiety is observed in female participants, in the age range of 16 to 24 years, in the psychology, medicine and law programs. An association was also observed between study and grouping variables, finding that there was dependence among all of them except for age group and suicide attempt. The results confirm a statistically significant association between suicidal behavior and generalized anxiety and provide information for the design and implementation of prevention and intervention programs in higher risk groups in higher education institutions.