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ObjectiveTriglyceride glucose (TyG) index has been suggested as an alternative indicator of insulin resistance (IR); however, the association between TyG index and suicide attempts (SA) in major depressive disorder (MDD) is unclear. The aim of this study was to investigate the relationship between TyG index and SA in Chinese patients with first-episode drug-naïve (FEDN) MDD.MethodsThis cross-sectional study enrolled 1,718 patients with FEDN MDD aged 34.9 ± 12.4 years from the First Hospital of Shanxi Medical University (Taiyuan, Shanxi Province, China) from September 2016 to December 2018. Multivariable binary logistic regression analysis was used to estimate the association between TyG index and the risk of SA. A two-piecewise linear regression model was used to investigate the threshold effects if non-linearity associations existed. Interaction and stratified analyses were performed based on sex, education, marital status, comorbid anxiety, and psychotic symptoms.ResultsMultivariable logistic regression analysis revealed that TyG index was positively associated with the risk of SA after adjusting for confounders (OR = 1.35, 95% CI: 1.04–1.75, p = 0.03). Smoothing plots also showed a nonlinear relationship between TyG index and SA, with the inflection point of TyG index being 9.29. On the right of the inflection point, a positive association between TyG index and SA was detected (OR = 3.47, 95% CI: 1.81 to 6.66, p < 0.001), while no significant association was observed on the left side of the inflection point (OR = 1.14, 95% CI: 0.79 to 1.66, p = 0.476).ConclusionThe relationship between TyG index and SA risk was non-linear and exhibited a threshold effect in Chinese patients with FEDN MDD. When TyG index was greater than 9.29, they showed a significant positive correlation.