An intrinsic association between suicidal ideation and sleep disorders in patients with depressive disorder has been observed in recent studies. This study was conducted in order to examine the relationship between suicidal ideation and sleep disorders, such as insomnia and excessive sleepiness, in outpatients with major depressive disorder. Seventy patients with diagnoses of major depressive disorder were interviewed and assessed with the Sleep Habits Questionnaire and the Beck Scale for Suicidal Ideation (SSI). Data analyses were performed through descriptive analysis, Students t-test, Chi-square test and logistic regression model, with a statistical significance of 5%. In this study, depressed patients had high SSI scores (6.12 ± 2.67), particularly for active suicidal ideation (1.61 ± 0.39) and specific plans for suicide components (1.51 ± 0.40). Depressed patients with insomnia had significantly higher SSI scores (7.39 ± 2.84), in relation to patients with excessive sleepiness (3.68 ± 1.73). Furthermore it was observed that insomniac patients had significantly higher scores on the following components: active suicide ideation, specific plans for suicide and previous suicide attempts. The results of multivariate analysis showed that only insomnia had a significant association with suicidal ideation. Thus, sleep disturbances, particularly insomnia, should be considered in the assessment of suicidal risk in outpatients with depressive disorder.