As the Hypothalamic-Pituitary-Adrenal (HPA) axis might be implicated in suicidal behavior, we assessed the relationship between TESI and single nucleotide polymorphisms (SNPs) in the HPA axis-implicated NR3C1 (n = 7 SNPs), FKBP5 (n = 5 SNPs), AVPR1B (n = 1 SNPs), CRHR1 (n = 1 SNPs), and SKA2 (n = 1 SNPs) genes, in a sample of 3566 adult outpatients with depression for whom an antidepressant treatment was introduced. This evidence concerns the gene SKA2 and major depressive disorder.