Most national suicide prevention strategies set improved detection and management of depression in primary health care into a central position. However, suicidal behaviour among primary-care patients with depressive disorders has been seldom investigated. In the Vantaa Primary Care Depression Study, a total of 1119 primary-care patients in the City of Vantaa, Finland, aged 20 to 69 years, were screened for depression with the Primary Care Evaluation of Mental Disorders (PRIME-MD) questionnaire. Depressive disorders were diagnosed with the Structured Clinical Interview for DSM-IV Axis I Disorders (SCID-I), and the 137 patients with depressive disorder were included in the study. Suicidal behaviour was investigated cross-sectionally and retrospectively in three time-frames: current, current depressive episode, and lifetime. Current suicidal ideation was measured with the Scale for Suicidal Ideation (SSI), and previous ideation and suicide attempts were evaluated based on interviews plus medical and psychiatric records. Within their lifetimes, 37% (51/137) of the patients had seriously considered suicide and 17% (23/137) attempted it. Lifetime suicidal behaviour was independently and strongly predicted by psychiatric treatment history and co-morbid personality disorder, and suicidal behaviour within the current episode was predicted most effectively by severity of depression. Based on these findings and their convergence with studies of completed suicides, prevention of suicidal behaviour in primary care should probably focus more on high-risk subgroups of depressed patients, including those with moderate to severe major depressive disorder, personality disorder or a history of psychiatric care. Recognition of suicidal behaviour should be improved. The complex psychopathology of these patients in primary care needs to be considered in targeting preventive efforts.