Suicidal behavior (SB) is common in first-episode psychosis (FEP), and cognitive impairment has also been described in psychosis. Despite well-established risk factors for SB in psychosis, the role of cognition and insight remains unclear. This study aimed to explore the relationship between history of SB and cognition in recent-onset FEP, distinguishing between neurocognition, social cognition, and metacognition, and including cognitive insight (CI) as a metacognitive variable. The sample consisted of 190 participants with recent-onset FEP recruited from two multicentric studies. Two groups were formed based on presence/absence of a history of SB. Demographic, clinical, and cognitive data were compared by group, including significance level adjustments and size effect calculation. No differences were found regarding demographic, clinical, neurocognitive, social cognition, and metacognitive variables except for CI (18.18 ± 4.87; t = −3.16; p = 0.0020; d = −0.635), which showed a medium effect size. Small to medium effect size were found for attributional style (externalizing bias) (1.15 ± 3.94; t = 2.07; d = 0.482), theory of mind (ToM) (1.73 ± 0.22; t = 2.04; d = −0.403), jumping to conclusions bias (JTC) (23.3 %; X2 = 0.94; V = 0.178). In recent-onset psychosis, neurocognitive functioning was not related to the history of SB. As novelty, individuals with previous SB showed higher CI. Also, regarding social cognition and metacognition, individuals with prior SB tended to present extremely low externalizing bias, better ToM, and presence of JTC.