Fatal and non-fatal accidents and suicides at work pose a substantial threat to workers’ physical and psychological safety, particularly within the construction industry. Managing these incidents is an essential component of workplace health and safety (WHS). Additionally, a formal program to support workers and provide feedback to improve the existing WHS management system is increasingly important. However, knowledge of the factors contributing to an effective critical incident (CI) or postvention response is limited by the lack of published evidence-based interventions, especially for occupations and industries that are exposed to higher rates of fatal and non-fatal injuries due to accidents and suicides. In addition, broader concerns surrounding the effectiveness of conventional critical incident programs highlight the need to develop innovative and evidence-based critical intervention and postvention responses addressing acute stress symptoms arising from exposure. This research outlines the development of the MATES Respond Training Program, a component of the WHO-endorsed MATES in Construction program, which is a charity charged with the task of improving mental health and suicide prevention in the construction industry in Australia and New Zealand. Development of the MATES Respond Training Program was informed by the following three key sources: a rapid literature review, interviews with 11 workers trained in peer support suicide prevention interventions, and an analysis of site notes on 193 critical incident and postvention construction site attendances by MATES in Construction field officers, case managers and social workers. Insights and recommendations obtained from these sources, along with the resulting program, are discussed in this paper.