The causes of suicidal behaviour are not fully understood; however, this behaviour clearly results from the complex interaction of many factors. Although many risk factors have been identified, they mostly do not account for why people try to end their lives. In this Review, we describe key recent developments in theoretical, clinical, and empirical psychological science about the emergence of suicidal thoughts and behaviours, and emphasise the central importance of psychological factors. Personality and individual differences, cognitive factors, social aspects, and negative life events are key contributors to suicidal behaviour. Most people struggling with suicidal thoughts and behaviours do not receive treatment. Some evidence suggests that different forms of cognitive and behavioural therapies can reduce the risk of suicide reattempt, but hardly any evidence about factors that protect against suicide is available. The development of innovative psychological and psychosocial treatments needs urgent attention.