Suicide risk is high in the 30 days after discharge from psychiatric hospital, but knowledge of the profiles of high-risk patients remains limited.

To examine sex-specific risk profiles for suicide in the 30 days after discharge from psychiatric hospital, using machine learning and Danish registry data.

We conducted a case–cohort study capturing all suicide cases occurring in the 30 days after psychiatric hospital discharge in Denmark from 1 January 1995 to 31 December 2015 (n = 1205). The comparison subcohort was a 5% random sample of all persons born or residing in Denmark on 1 January 1995, and who had a first psychiatric hospital admission between 1995 and 2015 (n = 24 559). Predictors included diagnoses, surgeries, prescribed medications and demographic information. The outcome was suicide death recorded in the Danish Cause of Death Registry.

For men, prescriptions for anxiolytics and drugs used in addictive disorders interacted with other characteristics in the risk profiles (e.g. alcohol-related disorders, hypnotics and sedatives) that led to higher risk of postdischarge suicide. In women, there was interaction between recurrent major depression and other characteristics (e.g. poisoning, low income) that led to increased risk of suicide. Random forests identified important suicide predictors: alcohol-related disorders and nicotine dependence in men and poisoning in women.

Our findings suggest that accurate prediction of suicide during the high-risk period immediately after psychiatric hospital discharge may require a complex evaluation of multiple factors for men and women.