Suicide is a global health issue. Dysregulated hypothalamic-pituitary-adrenal (HPA) axis activity, as measured by cortisol levels, has been identified as one potential risk factor. Evidence is emerging to suggest that different psychological factors may be associated with increased resilience and vulnerability in this context. The current study investigated whether trait resilience, social support, socially prescribed perfectionism, trait worry and trait impulsivity influenced the cortisol awakening response (CAR) over a 7-day study in individuals vulnerable to suicide. 142 participants with a history of suicidal attempt or ideation (suicide vulnerability group; n = 95) and with no suicide risk history (control group; n = 47) were recruited. Participants completed baseline questionnaires before commencing a 7-day study where they provided cortisol samples immediately upon waking, at 15 min, 30 min and 45 min on 7 consecutive days. Higher worry, socially prescribed perfectionism and impulsivity, lower resilience and social support were found in the suicide vulnerability group compared to the control group. Lower levels of resilience, higher levels of socially prescribed perfectionism, worry and impulsivity were associated with significantly lower total CAR. Suicide group membership was also found to have an indirect effect on total CAR via trait worry. The current findings show for the first time, that these well-known psychological risk factors for suicide are associated with smaller total cortisol awakening responses. Researchers ought to elucidate the precise causal mechanisms linking these traits, CAR and suicide risk in order to develop interventions to help build resilience in vulnerable populations.