(1) Background: This systematic review presents an overview of psychological interventions in suicide published between 2013 and 2023 in Spain and Japan, sparked by Spain’s alarming recent increase in suicide rates and the potential exemplar of Japan’s reduction efforts. (2) Methods: Following the PRISMA checklist, the databases Web of Science, Scopus, PubMed, and PsycInfo were searched using the terms [(“suicide” OR “suicidal behavior” OR “suicidal attempt” OR “suicidal thought” OR “suicidal intention”) AND (“prevention” OR “intervention” OR “psychosocial treatment” OR “Dialectical Behavior Therapy” OR “Cognitive Therapy” OR “psychotherap*”)] AND [(“Spain” OR “Spanish”) OR (“Japan” OR “Japanese”)]. We included articles published in peer-reviewed academic journals, written in English, Spanish, and Japanese between 2013 and 2023 that presented, designed, implemented, or assessed psychological interventions focused on suicidal behavior. (3) Results: 46 studies were included, concerning prevention, treatment, and training interventions. The risk of bias was low in both Spanish and Japanese studies, despite the lack of randomization of the samples. We identified common characteristics, such as psychoeducation and coping skills. Assertive case management was only highlighted in Japan, making an emphasis on active patient involvement in his/her care plan. (4) Conclusions: The findings will help professionals to incorporate into their interventions broader, more comprehensive approaches to consider more interpersonal components.