Cultural variation may influence the impact of different risk factors of suicide. Indian data about risk factors for suicidal attempt among those with major depressive disorder is lacking. Method: Seventy-five consecutive consenting patients with major depressive disorder of severe intensity according to ICD-10 diagnostic criteria for research participated in this study. They were evaluated by the Hamilton Depressive Rating Scale and the Suicidal Ideation Scale. Results: Patients who attempted suicide had significantly more past suicidal attempts, suicidal ideation, early insomnia, middle insomnia, and total Hamilton Depressive Rating Scale score. Multivariate logistic regression analysis showed severity of suicidal ideation as the most significant predictor of suicidal attempts. Early insomnia and lack of insight to illness approached significance. Conclusion: Presence of severe suicidal ideation, lack of insight and difficulty in falling asleep are important factors to consider for understanding suicidal attempts among those with depression.