BACKGROUND: Depression is the most common psychiatric disorder in people who die by suicide. Awareness of risk factors for suicide in depression is important for clinicians. METHODS: In a systematic review of the international literature we identified cohort and case-control studies of people with depression in which suicide was an outcome, and conducted meta-analyses of potential risk factors. RESULTS: Nineteen studies (28 publications) were included. Factors significantly associated with suicide were: male gender (OR=1.76, 95% CI=1.08-2.86), family history of psychiatric disorder (OR=1.41, 95% CI=1.00-1.97), previous attempted suicide (OR=4.84, 95% CI=3.26-7.20), more severe depression (OR=2.20, 95% CI=1.05-4.60), hopelessness (OR=2.20, 95% CI=1.49-3.23) and comorbid disorders, including anxiety (OR=1.59, 95% CI=1.03-2.45) and misuse of alcohol and drugs (OR=2.17, 95% CI=1.77-2.66). LIMITATIONS: There were fewer studies than suspected. Interdependence between risk factors could not be examined. CONCLUSIONS: The factors identified should be included in clinical assessment of risk in depressed patients. Further large-scale studies are required to identify other relevant factors.