Objective Risk‐taking is an important but understudied suicidal factor, particularly concerning women. This study examined a broad range of risk behaviours and perceptions that might aid the early detection of suicidality by clinicians and gatekeepers. Method A purposive anonymous online survey, preferable for collecting data on stigmatised issues, produced a sample of 273 Australian/New Zealand women (aged 18–67 years) covering a broad spectrum of suicidal factors and risk‐taking behaviours. Participants completed items on risk‐taking perceptions and behavioural willingness, and the Suicidal Affect‐Behavior‐Cognition Scale. Demographic factors were controlled for in partial correlations and hierarchical regression modelling, which tested the validity of risk‐taking variables as predictors of suicidality. Results Suicidality was positively associated with willingness to engage in infidelity, not wearing seatbelts or motorcycle helmets, and negatively associated with interpersonal risk‐taking (unwillingness to endanger social relationships). Hierarchical regression modelling revealed these risk‐taking perceptions and behaviours explained 34% of the variance in women's suicidality, after accounting for age and ethnicity. Conclusions This study demonstrated that some types of commonplace risk‐taking, or avoidance, may serve as important indicators or warning signs for suicidal crises in women. Clinicians should consider possible underlying psychological distress when encountering these symptoms and behaviours.