This article explores the commonly held belief that depression & suicide are more likely to occur during the Christmas season. It shows that this belief is not supported in the research literature. Data from USA studies are noted. A review of suicides in Alberta from 1989 to 1993 found August to have the highest frequency of suicides in Alberta & September the least. December was found to be 9th highest. Christmas may well serve a protective function. Possible explanations are discussed.