Suicide is a serious global public health problem, with a worrying recent increase in suicide rates in both adolescent and adult populations. However, it is essential to recognize that suicide is preventable. A myriad of factors contributes to an individual’s vulnerability to suicide. These factors include various potential causes, from psychiatric disorders to genetic and epigenetic alterations. These changes can induce dysfunctions in crucial systems such as the serotonergic, cannabinoid, and hypothalamic–pituitary–adrenal axes. In addition, early life experiences of abuse can profoundly impact an individual’s ability to cope with stress, ultimately leading to changes in the inflammatory system, which is a significant risk factor for suicidal behavior. Thus, it is clear that suicidal behavior may result from a confluence of multiple factors. This review examines the primary risk factors associated with suicidal behavior, including psychiatric disorders, early life adversities, and epigenetic modifications. Our goal is to elucidate the molecular changes at the genetic, epigenetic, and molecular levels in the brains of individuals who have taken their own lives and in the plasma and peripheral mononuclear cells of suicide attempters and how these changes may serve as predisposing factors for suicidal tendencies.