Despite vigorous interest in showing the association between economic determinants and suicide, not many studies have focused on the social protection that can moderate the detrimental impact of the economic environment on suicide. This article is the first to review the relationship between suicide and social protection. In this article, I summarize the empirical findings and theoretical approaches in published papers on the relationship between suicide and social protection, and I identify knowledge gaps for future studies. The review included all quantitative and qualitative articles published in peer-reviewed journals, regardless of study setting, language, and time period. Among 19 papers meeting the inclusion criteria, 16 studies reported at least one negative association, 2 studies failed to prove a statistical association, and 1 study showed ambiguous results. However, due to the heterogeneity of contexts, the diversity of indicators of social protection, and the paucity of theoretical mechanisms for interpreting the results, further research is required in this area.