Over the three last decades, Lithuania has reported some of the highest male suicide rates in the world. This paper relies on longitudinal census-linked data for Lithuania covering the entire male population aged 30–64 years during the 2011–2017 period. The study uses multilevel modelling to examine the importance of the selected individual- and area-level contextual characteristics. One of the key findings is the persistence of a suicide disadvantage among males living in rural areas. This disadvantage could not be explained by major sociodemographic characteristics and remained statistically significant for those individuals who migrated to urban areas. Unlike some other studies, we found that socio-economic area-level characteristics retained their significance after controlling for the major individual-level characteristics. This evidence highlights the potential for policies aimed at improving area-level conditions.