Major depressive disorder and suicide are major public health concerns. Thus, there is a desperate need for identifying risk factors and noninvasive, reliable biomarkers that can be used for early detection of depression, suicidality, and treatment response. Recently, microRNAs (miRNAs) have emerged as an important class of small noncoding RNAs that by binding to 3′UTR of mRNAs, suppress the translation and/or stability of specific target genes. Since miRNAs show a highly regulated expression, they contribute in the development and maintenance of a specific transcriptome and thus have the unique ability to influence a wide range of physiological and disease phenotypes. Recent studies demonstrating involvement of miRNAs in several aspects of neural plasticity, stress response, and more direct studies in human postmortem brain and peripheral blood cells provide strong evidence that miRNAs not only can play a critical role in major depression and suicide pathogenesis but can also open new avenues for the development of therapeutic targets. In this chapter, these aspects have been discussed in a comprehensive manner.