BackgroundPrevious research has identified a vulnerability paradox in global mental health: contrary to positive associations at the individual level, lower vulnerability at the country level is accompanied by a higher prevalence in a variety of mental health problems in national populations. However, the validity of the paradox has been challenged, specifically for bias from modest sample sizes and reliance on a survey methodology not designed for cross-national comparisons.AimsTo verify whether the paradox applies to suicide, using data from a sizable country sample and an entirely different data source.MethodWe combined data from the World Health Organization 2014 suicide report and the country vulnerability index from the 2016 World Risk Report. Suicide was predicted in different steps based on gender, vulnerability and their interaction, World Bank income categories, and suicide data quality.ResultsA negative association between country vulnerability and suicide prevalence in both women and men was found. Suicide rates were higher for men, regardless of country vulnerability. The model predicting suicide in 96 countries based on gender, vulnerability, income and data quality had the best goodness-of-fit compared with other models. The vulnerability paradox is not accounted for by income or data quality, and exists across and within income categories.ConclusionsThe study underscores the relevance of country-level factors in the study of mental health problems. The lower mental disorder prevalence in more vulnerable countries implies that living in such countries fosters protective factors that more than compensate for the limitations in professional healthcare capacity.Declaration of interestNone.