The present study aimed to explore the effects of psychological pain theory–based cognitive therapy (PPTBCT) on suicide among depressed patients, compared with a control group who received usual psychological care (UPC). The sample consisted of 32 depressed patients and 32 healthy control subjects. All participants completed the Beck Scale for Suicide Ideation (BSI), Beck Depression Inventory, Three-Dimensional Psychological Pain Scale (TDPPS), and Problem Solving Inventory(PSI), and Automatic Thoughts Questionnaire (ATQ). All measures differed significantly between depressed patients and healthy controls. Then clinical participants were assigned randomly to the PPTBCT (n=19) and control (n=13) groups. During the 8-week intervention, scores related to depression, suicidal ideation, psychological pain, and automatic thoughts were decreased in both groups at the post-intervention and 4-week follow-up time points, compared with pre-intervention scores. BSI scores remained low at follow up and did not differ significantly from post-intervention scores in the PPTBCT group, but were significantly higher at follow up than at post-intervention in the control group. PPTBCT may effectively reduce suicide risk in patients with major depressive disorder, although the effects of its application need to be confirmed.