Suicide is a major problem for psychiatry. Depression is the most common mental disorder related to suicidal behavior. The present study aimed at investigating the relationship between the symptomatology related to death, dying, and suicide and neurobiological factors in depressed patients. Fifty patients aged 21–60 years suffering from major depression were investigated. Schedules for Clinical Assessment in Neuropsychiatry version 2.0 and the International Personality Disorder Examination were used to assist the clinical diagnosis. The psychometric assessment included the Hamilton Depression Rating Scale, the Hamilton Anxiety Scale, the 1965 and 1971 Newcastle Depression Diagnostic Scales, the Diagnostic Melancholia Scale, the General Assessment of Functioning Scale, and the Personality Deviance Scale. Psychophysiological methods included electro-oculogram, flash electroretinogram under photopic and scotopic conditions, and pattern-reversal visual evoked potentials. Biological markers included the 1-mg dexamethasone suppression test, the 30-mg dexfenfluramine challenge test, and brain 99mTc-HMPAO SPECT. Statistical analysis included one-, two-, and three-way Manova and Mancova and the Scheffé test as post hoc test. Patients without thoughts of death had higher self-confidence levels and less overdependency on others and intropunitiveness. The suicidal patients had a significantly prolonged pattern-reversal visual evoked potential latency in comparison with the other patients. The findings of this were related to the status of the patient at the time of the interview but not to his/her history. They also provide neurobiological data to support the need for a combined presence of self-directed aggression and a higher arousal level or disinhibition of self-directed aggressive thoughts in order for a patient to become suicidal. Further study is needed to test whether psychophysiological methods, which are noninvasive and easy to perform, are of value in the therapeutic planning and monitoring of responses.