OBJECTIVE: Whether sex differences exist in clinical risk factors associated with suicidal behavior is unknown. The authors postulated that among men with a major depressive episode, aggression, hostility, and history of substance misuse increase risk for future suicidal behavior, while depressive symptoms, childhood history of abuse, fewer reasons for living, and borderline personality disorder do so in depressed women. METHOD: Patients with DSM-III-R major depression or bipolar disorder seeking treatment for a major depressive episode (N=314) were followed for 2 years. Putative predictors were tested with Cox proportional hazards regression analysis. RESULTS: During follow-up, 16.6% of the patients attempted or committed suicide. Family history of suicidal acts, past drug use, cigarette smoking, borderline personality disorder, and early parental separation each more than tripled the risk of future suicidal acts in men. For women, the risk for future suicidal acts was sixfold greater for prior suicide attempters; each past attempt increased future risk threefold. Suicidal ideation, lethality of past attempts, hostility, subjective depressive symptoms, fewer reasons for living, comorbid borderline personality disorder, and cigarette smoking also increased the risk of future suicidal acts for women. CONCLUSIONS: These findings suggest that the importance of risk factors for suicidal acts differs in depressed men and women. This knowledge may improve suicide risk evaluation and guide future research on suicide assessment and prevention.