The sudden death of a friend or relative, particularly by suicide, is a risk factor for suicide. People who experience sudden bereavement report feeling highly stigmatised by the loss, potentially influencing access to support. We assessed whether perceived stigma following sudden bereavement is associated with suicidal thoughts and suicide attempt. We analysed cross-sectional survey data on 3387 young adults bereaved by the sudden death of a close contact. We tested the association of high versus low perceived stigma (on the stigma sub-scale of the Grief Experience Questionnaire) with post-bereavement suicidal ideation and suicide attempt, using random effects logistic regression, adjusting for socio-demographic factors, pre-bereavement psychopathology, and mode of sudden bereavement (natural causes/unnatural causes/suicide). Subjects with high perceived stigma scores were significantly more likely to report post-bereavement suicidal thoughts (adjusted odds ratio (AOR) = 2.74; 95% confidence interval (CI) = 1.93–3.89) and suicide attempt (AOR = 2.73; 95% CI = 2.33–3.18) than those with low stigma scores. People who feel highly stigmatised by a sudden bereavement are at increased risk of suicidal thoughts and suicide attempt, even taking into account prior suicidal behaviour. General practitioners, bereavement counsellors, and others who support people bereaved suddenly, should consider inquiring about perceived stigma, mental wellbeing, and suicidal thoughts, and directing them to appropriate sources of support.