Objective A major limitation of current suicide research is the lack of power to identify robust correlates of suicidal thoughts or behaviour. Variation in suicide risk assessment instruments used across cohorts may represent a limitation to pooling data in international consortia. Method Here, we examine this issue through two approaches: (i) an extensive literature search on the reliability and concurrent validity of the most commonly used instruments; and (ii) by pooling data (N~6,000 participants) from cohorts from the ENIGMA-Major Depressive Disorder (ENIGMA-MDD) and ENIGMA-Suicidal Thoughts and Behaviour (ENIGMA-STB) working groups, to assess the concurrent validity of instruments currently used for assessing suicidal thoughts or behaviour. Results Our results suggested a pattern of moderate-to-high correlations between instruments, consistent with the wide range of correlations, r=0.22-0.97, reported in the literature. Two common complex instruments, the Columbia Suicide Severity Rating Scale (C-SSRS) and the Beck Scale for Suicidal Ideation (SSI), were highly correlated with each other (r=0.83), as were suicidal ideation items from common depression severity questionnaires. Conclusions Our findings suggest that multi-item instruments provide valuable information on different aspects of suicidal thoughts or behaviour, but share a core factor with single suicidal ideation items found in depression severity questionnaires. Multi-site collaborations including cohorts that used distinct instruments for suicide risk assessment should be feasible provided that they harmonise across instruments or focus on specific constructs of suicidal thoughts or behaviours.