The ultimate consequence of mental ill-health, suicidal behavior (SB), is a significant problem in most societies of the world. Suicide causes about one million deaths worldwide each year, and 10–20 times more people attempt suicide. The causes of why certain people engage in SB are complex, involving for e.g., both environmental and genetic factors, and interactions in-between. Well-established environmental risk factors are events causing significant psychological stress, which are particularly difficult to cope with, e.g. exposure to physical and sexual abuse. Excessive stress have the potential to induce unfavorable effects in a variety of higher brain-functions, incurred as side-effects to maladaptive responses in the genetically controlled stress-responsive neurosystems, e.g. the hypothalamic-pituitary-adrenal (HPA) axis; a major and systemic stress-modulator, which is mainly controlled by the regulatory corticotrophin releasing hormone receptor 1 (CRHR1) gene. Variation in-between individuals in such stress-regulatory genes such as CRHR1, may underlie the causes of the increased susceptibility of certain individuals towards SB. Here we review some of the current knowledge on what is known about the roles of the HPA axis in SB, with a focus on CRHR1.