According to the WHO, over 700,000 people commit suicide annually. Their main cause is clinical depression. It is predicted that by 2030 it will become the most diagnosed ailment among people. In the face of the pandemic of depression and suicidal behaviour, it is important to establish the so-called protective factors. Aim of the study: The main aim of the study was to analyse the relationship between protective factors (spirituality, religiosity) and suicidal risk factors (mental pain, depression, anxiety, fascination with death, coexistence of Borderline Personality Disorder BPD, self-harm) in people with a clinical depression. Methodology: The study was conducted from November 2022 to March 2023 using standardized tools and clinical scales to assess the above-mentioned variables. A total of 167 people were examined, while 96 people were qualified for the study, including 46 patients with depression and 50 people from the control group. Results: A significant number of subjects from the control group declaring mental health showed features of depressive disorders (27%), anxiety disorders (45%) and BPD (31.5%). Depressed participants compared to the control group, showed a lower level of spirituality and religiosity and a higher level of suicidal risk factors. Among people with depression, a positive effect of spirituality on lowering the fascination with death was shown, while religiosity correlated negatively with self-harm. In addition, psychological pain and fascination with death increased with the severity of anxiety, depression, self-harm, and BPD. In the examined group, the level of suicidal risk factors increased along with the religious crisis. Conclusions: The study partially confirmed the protective effect of spirituality and religiosity on people with depression in the context of suicidal risk. Religious crisis turned out to be a significant predictor of suicide risk