Immune dysfunction, including monocytosis, increased blood levels of interleukin-1 (IL-1), interleukin-6 (IL- 6) and tumor necrosis factor-alpha (TNF-alpha), as well as an increased microglial density in certain brain areas, have been described in schizophrenia and depression. Interestingly, similar immune alterations have been observed in suicide patients regardless of their underlying psychiatric diagnosis. This review summarizes relevant data from previous studies that have examined peripheral blood, cerebrospinal fluid and human brains (using postmortem histology and in vivo positron emission tomography) to investigate immune mechanisms in suicidal patients. We discuss whether the observed findings indicate that microgliosis and monocyte-macrophage system activation may be a useful marker of disease acuity/severity or whether they instead indicate a distinct neurobiology of suicide. Notably, pathophysiological mechanisms could change during the long-term course of psychiatric diseases. Therefore, different patterns of immune activation may be observed when comparing newly diseased patients with those who are chronically ill.