A systematic review of the literature was conducted to investigate suicidal self-directed violence and homelessness among US military veterans, and identify existing suicide prevention strategies. In November 2015, MEDLINE, EMBASE, PsycInfo, CINAHL, Web of Science, Cochrane Library, Google, and Google Scholar were searched. Articles published since 1990 investigating self-directed violence among homeless veterans were identified. Data were extracted and synthesized qualitatively. Nineteen observational studies were included. Suicide ideation rates were 1.3% (current), 7.0% (past week), 12.1%–18% (past 30 days), and 74% (lifetime). Suicide attempt rates were 0%–6% (past 30 days), 30.7%–31.5% (past 5 years), and 15%–46.6% (lifetime). Death by suicide rate was 81.0 per 100,000. No interventional studies to prevent self-directed violence among homeless veterans were identified. Homeless veterans are at risk for self-directed violence, suggesting the need for research to examine preventive strategies. A comprehensive public health approach to suicide prevention needs to focus on vulnerable populations, including homeless veterans.