Suicide is defined as the act of a person attempting to take their own life by causing death. Suicide is a complex phenomenon that is influenced by a multitude of factors, including psychosocial, cultural, and religious aspects, as well as genetic, biochemical, and environmental factors. From a biochemical perspective, it is crucial to consider the communication between the endocrine, immune, and nervous systems when studying the etiology of suicide. Several pathologies involve the bidirectional communication between the peripheral activity and the central nervous system by the action of molecules such as cytokines, hormones, and neurotransmitters. These humoral signals, when present in optimal quantities, are responsible for maintaining physiological homeostasis, including mood states. Stress elevates the cortisol and proinflammatory cytokines levels and alter neurotransmitters balance, thereby increasing the risk of developing a psychiatric disorder and subsequently the risk of suicidal behavior. This review provides an integrative perspective about the neurochemical, immunological, and endocrinological disturbances associated with suicidal behavior, with a particular focus on those alterations that may serve as potential risk markers and/or indicators of the state preceding such a tragic act.