This paper offers a philosophical analysis of the connection between mental disorder and suicide risk. In contemporary psychiatry, it is commonly suggested that this connection is a causal connection that has been established through empirical discovery. Herein, I examine the extent to which this claim can be sustained. I argue that the connection between mental disorder and increased suicide risk is not wholly causal but is partly conceptual. This in part relates to the way suicidality is built into the definitions of some psychiatric diagnoses. It also relates to the broader normative assumption that suicidal behavior is by definition mentally disordered behavior. The above has significant epistemological implications, which I explore. I propose that the claim that suicide is connected with mental disorder cannot be justified solely by appealing to empirical evidence but also warrants a justification on conceptual and normative grounds.