Evidence for proximal risk factors for suicide is based on case–control psychological autopsy studies, with these reports showing that mood and substance use disorders are the most prevalent mental disorders among suicide decedents worldwide and are associated with marked risk. However, moderators of risk and the degree of risk associated with (nonalcohol) drug use disorder are unknown. A comprehensive search was used to identify 35 case–control psychological autopsy studies published worldwide over a 30-year period that were metaanalyzed using random effects models. Major depression, odds ratio (95% confidence interval) = 9.14 (5.53, 15.09), and drug use disorder, OR (95% CI) = 7.18 (3.22, 16.01), had large effect sizes, among other results. Risk estimates associated with major depression were greater in studies with a larger proportion of women and those conducted in Asia compared with other regions. There was no evidence of publication bias or that any one study had a disproportionate impact on findings. Risk for suicide associated with major depression appears to be moderated by sex and/or world region. Drug use disorder is a potent risk factor, illustrating the importance of assessing drug use in clinical risk assessment.