Introduction: Acute alcohol intoxication is a contributing factor in firearm-involved suicides. However, knowledge of the relationship between alcohol intoxication and firearm-involved suicide by age and sex (defined herein as the biological sex of the decedent) is limited. The purpose of the current study was to evaluate the sex- and age group-specific relationship between alcohol intoxication and firearm-involved suicide. Methods: Data from the National Violent Death Reporting System, 2003–2020, on suicide decedents (18+ years of age) were utilized. Age-group- and sex-specific multivariate binary logistic regression analyses were conducted. Statistical analyses were performed in 2023. Results: Alcohol intoxication (i.e., having a blood alcohol concentration of 0.08 g/dL or more) was significantly associated with using a firearm as the method of suicide for young (18–34 years; relative risk (RR)=1.31, 95% CI: 1.22–1.40) and middle-aged (35–64 years; RR=1.34, 95% CI: 1.27–1.39) females but not among older females (65+ years; RR=1.01, 95% CI: 0.87–1.17). Among males, the association was significant for all age-groups (young: RR=1.28, 95% CI: 1.25–1.30; middle-aged: RR=1.17, 95% CI: 1.15–1.19; and older: RR=1.04, 95% CI: 1.01–1.07). Conclusions: Among males of all ages and young and middle-aged females, alcohol intoxication was associated with increased risk of suicide by firearm—an extremely lethal method that accounts for a majority of suicides in the U.S.—compared to their non-intoxicated counterparts. Interventions targeting excessive alcohol consumption may be effective in reducing suicide mortality rates.