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Suicide is a leading cause of death in the US. Patients with pain conditions have higher suicidal risks. In a systematic review searching observational studies from multiple sources (e.g., MEDLINE) from 1 January 2000–12 September 2020, we evaluated existing suicide prediction models’ (SPMs) performance and identified risk factors and their derived data sources among patients with pain conditions. The suicide-related outcomes included suicidal ideation, suicide attempts, suicide deaths, and suicide behaviors. Among the 87 studies included (with 8 SPM studies), 107 suicide risk factors (grouped into 27 categories) were identified. The most frequently occurring risk factor category was depression and their severity (33%). Approximately 20% of the risk factor categories would require identification from data sources beyond structured data (e.g., clinical notes). For 8 SPM studies (only 2 performing validation), the reported prediction metrics/performance varied: C-statistics (n = 3 studies) ranged 0.67–0.84, overall accuracy(n = 5): 0.78–0.96, sensitivity(n = 2): 0.65–0.91, and positive predictive values(n = 3): 0.01–0.43. Using the modified Quality in Prognosis Studies tool to assess the risk of biases, four SPM studies had moderate-to-high risk of biases. This systematic review identified a comprehensive list of risk factors that may improve predicting suicidal risks for patients with pain conditions. Future studies need to examine reasons for performance variations and SPM’s clinical utility.