Introduction Adolescent and youth mental health problems are increasingly becoming an area of concern in global health. Young people in sub-Saharan Africa experience significant adversities and systemic challenges despite technological advancements and demographic transition that the region is experiencing. We examined the nexus between experiences of loneliness, low social support, and presence of suicidal ideation among in-school adolescents in sub-Saharan Africa. Method A total of 19,119 in-school adolescents from eight countries in sub-Saharan Africa were included in this study. Suicidal ideation was the main outcome variable and loneliness, and social support were the explanatory variables. Percentages were used to summarise the prevalence of suicidal ideation, loneliness, and social support among the in-school adolescents. A multivariable binary logistic regression analysis was later used to determine the association between suicidal ideation and the explanatory variables and covariates using Stata v16. Four models were tested using the regression analysis. We presented the regression results using adjusted odds ratios (aOR), with their respective 95% confidence intervals (CIs). Results Overall, the past year prevalence of loneliness, peer support, one or more close friends, and suicidal ideation were 10%, 33.4%, 90.1%, and 14.5%, respectively. In-school adolescents who felt lonely (aOR = 1.88, 95% CI = 1.69, 2.09) were more likely to experience suicidal ideation. However, those who received peer support (aOR = 0.89, 95% CI = 0.82, 0.97) and had one or more close friends (aOR = 0.77, 95% CI = 0.68, 0.86) were less likely to experience suicidal ideation. Conclusion These results point to the significant roles of loneliness, and lack of social support, in understanding suicidal ideations. Countries in sub-Saharan Africa need to improve child and adolescent mental health policies and programmes to respond to these risk factors and mental health challenges. Programmes with a differential focus on the needs of males and females, younger and older adolescents will be important in the future.