We aimed to examine the relationship between religion and suicide attempt and ideation. Three hundred twenty-one depressed patients were recruited from mood-disorder research studies at the New York State Psychiatric Institute. Participants were interviewed using the Structured Clinical Interview for DSM Disorders, Columbia University Suicide History form, Scale for Suicide Ideation, and Reasons for Living Inventory. Participants were asked about their religious affiliation, importance of religion, and religious service attendance. We found that past suicide attempts were more common among depressed patients with a religious affiliation (odds ratio, 2.25; p = 0.007). Suicide ideation was greater among depressed patients who considered religion more important (coefficient, 1.18; p = 0.026) and those who attended services more frequently (coefficient, 1.99; p = 0.001). We conclude that the relationship between religion and suicide risk factors is complex and can vary among different patient populations. Physicians should seek deeper understanding of the role of religion in an individual patient’s life in order to understand the person’s suicide risk factors more fully.