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Several studies have attempted to understand the link among substance abuse, depression, and suicidal ideation (SI). Assessment of this link is important to develop specific interventions for persons in substance abuse treatment. This association was tested among 990 drug users in and out of treatment with significant criminal justice histories from two National Institute on Drug Abuse studies. The Diagnostic Interview Schedule and Substance Abuse Module assessed DSM-III-R depression, number of depression criteria met, antisocial personality disorder (ASPD), and substance use disorders. Compared with men, women were twice as likely to report depression (24% vs. 12%), whereas men were nearly twice as likely to report ASPD (42% vs. 24%). High rates of SI were found, with women more likely than men to report thoughts of death (50% vs. 31%), wanting to die (39% vs. 21%), thoughts of committing suicide (47% vs. 33%), or attempting suicide (33% vs. 11%); 63% of women and 47% of men reported at least one of these suicidal thoughts or behaviors. Male and female ideators were more likely than nonideators to report depressed mood and to meet criteria for depression, ASPD, and alcohol use disorders. Male ideators were more likely than male nonideators to meet criteria for cocaine use disorders. Using logistic regression, SI among men was predicted by alcohol use disorder (OR = 1.60), ASPD (OR = 1.59), and number of depression criteria (OR = 9.38 for five criteria). Among women, SI was predicted by older age, marital status, alcohol use disorder (OR = 2.77), and number of depression criteria (OR = 9.12 for five criteria). These original findings point out the need to discuss suicidal thoughts among depressed drug users for early treatment and prevention.