The aim of this study was to investigate if sickness absence and disability pension (SA/DP) in general and due to specific common mental disorders (CMDs) are associated with subsequent suicide attempt among women and men by taking familial factors (genetics and shared environment) into consideration. This register-based cohort study includes 4871 twin pairs 18-65 years of age discordant for SA/DP due to CMDs 2005-2010. Twins were followed up for suicide attempt from inpatient and specialised outpatient care until December 2012. Conditional Cox proportional hazards regression models, adjusting for familial factors, were used to calculate hazard ratios (HR) with 95% confidence intervals (CI). SA/DP due to CMDs was associated with a higher risk of suicide attempt (HR 3.14, CI 2.51-3.93). The risk of suicide attempt was five times higher among men and three times higher among women, compared to the SA/DP unaffected co-twins. In the diagnosis-specific analysis, SA/DP due to anxiety disorders resulted in the highest HR (4.09, CI 2.37-7.06) for suicide attempt, followed by depressive disorders (HR 3.70, CI 2.66-5.14) and stress-related disorders (HR 1.96, CI 1.35-2.84). The stratified analysis on zygosity indicates that there seems to be a genetic influence on the associations between SA/DP due to CMDs and suicide attempt, particularly among women and among those with SA/DP due to depressive disorders. SA/DP due to CMDs was a risk factor for suicide attempt among women and men. Genetic factors might explain part of the associations for women and for those with SA/DP due to depressive disorders.