Although suicidality is associated with mental illness in general and depression in particular, many depressed individuals do not attempt suicide and some individuals who attempt to or do die by suicide do not present depressive symptoms. This article aims to contribute to a more psychosocial approach to understanding suicide risk in nonclinical populations. In advocating a psychosocial perspective rather than a depression-focused approach, this article presents four diverse studies that demonstrate sampling and measurement invariance in findings across different populations and specific measures. Study 1 tests the mediation effects of 2 interpersonal variables, thwarted belongingness and perceived burdensomeness, in the association between depressive symptoms and recent suicidality. Studies 2 and 3 evaluate the contribution of hopelessness and psychache, beyond depressive symptoms, to suicidality. Study 4 tests the contribution of life events behind depressive symptoms, and other relevant sociodemographic and clinical variables, to the estimation of "future suicidality." Overall, results demonstrate that depressive symptoms do not directly predict suicidality in nonclinical individuals, but that other psychosocial variables mediate the association between depressive symptoms and suicidality or predict suicidality when statistically controlling for depressive symptoms. The article contributes to understanding some of the nonpsychopathological factors that potentially link depressive symptoms to suicide risk and that might themselves contribute to suicidality, even when controlling for depressive symptoms.