The role of cognitive function in suicidal ideation in patients with major depressive disorder (MDD) has not been adequately explored. This research sought to measure the relationship between suicidal ideation and cognitive function. Therefore, in this study, the association between cognitive function and suicidal ideation in patients with MDD was assessed. Cognitive function was evaluated in 233 patients with MDD using the Japanese version of the Brief Assessment of Cognition in Schizophrenia (BACS). Suicidal ideation was assessed using item 3 of the Hamilton Depression Rating Scale. Approximately 59.2% of the patients (138/233) expressed suicidal ideation. Among the BACS subtests, only the executive function scores were significantly lower in patients with MDD with than in those without (p < 0.005). In addition, the executive function, motor speed function, and composite scores correlated negatively with the severity of suicidal ideation in these patients. These results suggest that executive function, motor speed function, and global neuropsychological function are associated with suicidal ideation in patients with MDD and that the BACS neuropsychological battery is an efficient instrument for monitoring these characteristics. Moreover, specific BACS scores can potentially serve as cognitive biomarkers of suicide risk in patients with MDD.