Objective This study compared cognitive control (working memory, interference control, perseveration) and cognitive emotion regulation among Iranian women with depression who had attempted suicide, had only suicidal ideation, and healthy controls. Method Participants (N = 75) completed a clinical interview, cognitive control tasks, and the Cognitive Emotion Regulation Questionnaire. Results Those with suicidal ideation or previous attempts had poorer cognitive control and cognitive emotion regulation than controls. Furthermore, those who had attempted suicide had poorer cognitive control and reported greater use of self-blame, rumination, and catastrophizing, and less use of acceptance, than those with suicidal ideation only. There was an indirect effect of cognitive control deficits on suicidality through cognitive emotion regulation (self-blame, acceptance, rumination, catastrophizing). Conclusions Exploring these cognitive deficits and difficulties can assist in further understanding the risk factors for suicidality and improve targeted interventions. This is of particular relevance in Iran where the need for policies and interventions targeting the prevention of suicide has been identified.