Suicidal thoughts during antidepressant treatment have recently been the focus of several candidate gene and genome-wide association studies. Although the clinical risk factors for such events are well known, unfortunately they do not help to predict who will have a suicidal event during antidepressant treatment and who will not. Pharmacogenomic studies have therefore attempted to use genetic variants to predict individual susceptibility to treatment-related suicidal ideation. In this perspective, several genetic predictors have been highlighted, the majority of which relate to common mechanisms of antidepressant action: genes involved in the neurotrophic and synaptic plasticity systems (CREB1, and BDNF and its receptor NTRK2), noradrenergic system (ADRA2A), glutamatergic system (GRIA3, GRIK2 and GDA), inflammatory and hypothalamic-pituitary-adrenal (HPA) axis systems (IL28RA and FKBP5) and in other brain functions (PAPLN, APOO, KCNIP4 and ELP3). Although some of these genes may be of interest in predicting antidepressant-induced suicidal ideation, they still need to be validated in better phenotypically designed samples. Several methodological factors are indeed responsible for the problems involved in implicating these findings in the causation of a clinically relevant phenotype. These include discrepancies between studies in defining phenotypes, with several different thresholds used to establish significant suicidal ideation; the use of scales not truly designed to measure suicidal ideation; and the paucity of true suicidal events (suicide attempts and/or completion) in pharmacogenomic studies.