The aim of this cross-sectional 1-year study was to estimate the prevalence and to identify the risk factors for suicidal and self-injurious behaviours among patients with depression. A convenience sample of 557 out- and inpatients diagnosed with mood disorders was selected from 3 treatment settings in Riyadh, Saudi Arabia. Eligible patients completed data on sociodemographic variables and the Columbia suicide severity rating scale risk assessment version. The reported prevalence of attempted suicide in the previous week was 36.6%, interrupted suicide attempt 29.8%, aborted suicide attempt 34.6% and self-injurious behaviour without suicide intent 7.7%. Concerning suicide ideation, 47.2% reported suicidal thoughts, 36.6% suicidal thoughts with methods but without a specific plan and 35.4% suicidal intent without a specific plan. Male sex, joint family type, literate education, being in employment, smoking and physical co-morbidities were significantly associated with all types of suicide behaviour.