The prefrontal cortex (PFC) is enormously important in suicide and major depressive disorder (MDD). However, little is known about the structural alterations in the brains of people with MDD and suicidal ideation. We examined the gray matter volume (GMV) of the PFC of individuals with MDD and suicidal ideation to determine if PFC volumetric differences contribute to suicidal ideation in patients with MDD. Thirty-five subjects with MDD and suicidal ideation, 38 subjects with MDD but without suicidal ideation, and 43 age- and gender-matched healthy control (HC) subjects underwent T1-weighted imaging. A voxel-based morphometric analysis was conducted to compare the PFC GMVs of the three groups. Further GMV reductions in the left and right dorsolateral PFC (DLPFC) and right ventrolateral PFC (VLPFC) were detected in the MDD with suicidal ideation group compared with those in the HC group and the MDD without suicidal ideation group, whereas the MDD without suicidal ideation group only exhibited significant differences in the left DLPFC relative to the HC group. Our findings demonstrated that left DLPFC reductions were associated with MDD and suicidal ideation, and diminished GMV reductions in the right DLPFC and right VLPFC were only associated with suicidal ideation. These results help us better understand the neuropathological changes in MDD with suicidal ideation.