People in late adulthood die by suicide at the highest rate worldwide. However, there are still no tools to help predict the risk of death from suicide in old age. Here, we leveraged the Survey of Health, Ageing, and Retirement in Europe (SHARE) prospective dataset to train and test a machine learning model to identify predictors for suicide in late life. Of more than 16,000 deaths recorded, 74 were suicides. We matched 73 individuals who died by suicide with people who died by accident, according to sex (28.8% female in the total sample), age at death (67 ± 16.4 years), suicidal ideation (measured with the EURO-D scale), and the number of chronic illnesses. A random forest algorithm was trained on demographic data, physical health, depression, and cognitive functioning to extract essential variables for predicting death from suicide and then tested on the test set. The random forest algorithm had an accuracy of 79% (95% CI 0.60-0.92, p = 0.002), a sensitivity of.80, and a specificity of.78. Among the variables contributing to the model performance, the three most important factors were how long the participant was ill before death, the frequency of contact with the next of kin and the number of offspring still alive. Prospective clinical and social information can predict death from suicide with good accuracy in late adulthood. Most of the variables that surfaced as risk factors can be attributed to the construct of social connectedness, which has been shown to play a decisive role in suicide in late life.