Suicidal behaviour and depression share aetiology and epidemiology, and are overlapping but also distinct, since the majority of depressed adolescents do not attempt or commit suicide, and not every suicidal adolescent is depressed. This chapter describes the concept of suicide and presents some basic rates of the various suicidal behaviours. It discusses studies that have explored why some depressed persons attempt or commit suicide and others do not. The development of suicidal behaviour is mediated or facilitated by certain thoughts or patterns of thoughts. These may reflect differences in the general normal cognitive style of dealing with social problems or difficult emotions, or they may be due to the presence of abnormal cognitive distortions. Explaining the progression from depression to suicide, the chapter discusses impulsivity, imitation, hopelessness, attitude, and comorbidity. One effective strategy of dealing with suicidal behaviour is to prevent or treat depression.