Elucidating complex, multifactorial phenomena like suicide and suicidal behaviors (SSB) require multidisciplinary fields such as Psychoneuroimmunology (PNI). Indeed, our appreciation of the bidirectional communication channels between the brain and the rest of the body with its immune arsenal as the key player has positioned PNI as a promising field of research. We now know that major psychiatric, behavioral, and somatic disorders related to SSB accompany neuroimmune dysregulation. These disorders range from depression, emotional dysregulation, atopy, and epilepsy to certain viral and parasitic infections. By utilizing epidemiological, genetic, microbial, and molecular approaches, the PNI research community has excogitated novel biomarker candidates and pathways in support of SSB risk stratification at individual level. This remarkable progress in just two previous decades shall, if successful, help implement personalized prevention and treatment strategies, using PNI-assisted tools. The aims of this narrative review and opinion piece are to summarize important discoveries concerning the role of neuroimmune activation in SSB and to highlight important future directions for the field. Major caveats of the findings concerning methodological approaches, clinical reality of frequent comorbid psychopathology, and novel molecular targets are presented. Finally, this review calls on the PNI research community for increased attention towards factors that promote resilience to suicide, while accepting “consciousness” under its wing. Thus, PNI represents the new frontier in suicide research. Future breakthroughs in this discipline shall bring us closer to understanding the biological substrates of qualia i.e., subjective, and experiential meanings of life and death.