Neuroimaging research increasingly suggests there are biological features related to suicidal risk, including brain morphometric features, leading to an elaborate suicide risk assessment. However, few studies have focused on the severity of suicidal ideation and its association with subcortical anatomy in patients with major depressive disorder (MDD). Here, we mainly investigated whether specific structural differences were present in MDD patients with and without suicidal ideation; and supplemented comparison with and without suicidal attempt. We hypothesized that structures associated with suicidal ideation would be derived from a combination of depression and impulsivity. Local atrophy of subcortical structures in 48 patients with MDD (24 with suicidal ideation and 24 without) and 25 age- and sex-matched healthy controls were compared using a surface-based shape analysis method. There was no difference in brain volume between MDD patients with or without suicidal ideations; or MDD patients with or without suicidal attempt. However, the atrophy level in the left pallidum showed a positive correlation with severity of suicidal risk in MDD patients with suicidal ideation. Local atrophy of the left hippocampus, right caudate, and right pallidum had a positive correlation with total impulsivity. These findings possibly suggest that vulnerability to suicidal attempt can be derived from suicidal ideation combined with depression and impulsivity, related to reduced motivational control.