Both veterans and jail/prison inmates face an increased risk of suicide. The incarcerated veteran sits at the intersection of these two groups, yet little is known about this subpopulation, particularly its risk of suicide. A Pubmed/Medline/PsycINFO search anchored to incarcerated veteran suicide, veteran suicide, suicide in jails/prisons, and veterans incarcerated from 2000 to the present was performed. The currently available literature does not reveal the suicide risk of incarcerated veterans, nor does it enable meaningful estimates. However, striking similarities and overlapping characteristics link the data on veteran suicide, inmate suicide, and incarcerated veterans, suggesting that the veteran in jail or prison faces a level of suicide risk beyond that conferred by either veteran status or incarceration alone. There is a clear need for a better characterization of the incarcerated veteran population and the suicide rate faced by this group. Implications for clinical practice and future research are offered.