Background <p>Major depressive disorder (MDD) is a leading cause of disability worldwide and strongly associated with suicidal behavior. Identifying accessible biological markers for suicide risk in MDD remains a critical clinical need. Recent studies suggest that systemic inflammatory indices may play a role in suicidal behavior.</p> Objective <p>This study aimed to investigate whether novel hematological inflammatory markers—Systemic Immune-Inflammation Index (SII), Systemic Inflammation Response Index (SIRI), and Pan-Immune-Inflammation Value (PIV)—may predict suicide attempts in patients with MDD.</p> Methods <p>A total of 204 patients with MDD were categorized into two groups: those with a history of suicide attempt (SA; n = 104) and those without (NSA; n = 100). Hematologic parameters and inflammatory indices (SII, SIRI, PIV) were compared between groups. Principal component analysis (PCA) was applied to these indices to create a Composite Inflammatory Index (CII). Multivariate logistic regression&#xa0;analysis was conducted to identify predictors of suicide attempt.</p> Results <p>SA patients had significantly higher levels of SII, SIRI (<i>p</i> &lt; .001 for both), and PIV (<i>p</i>  = .002) compared to NSA patients. PCA revealed strong positive loadings for SII, SIRI, and PIV on a single component (explaining 91.4% of variance). Logistic regression analysis demonstrated that younger age (<i>p</i> = .03), lower platelet count (<i>p</i> = .018), and higher CII (<i>p</i> &lt; .001) were independent predictors of suicide attempt (AUC = 0.748).</p> Conclusion <p>Elevated systemic inflammatory indices, particularly when combined into a composite factor, are strong predictors of suicide attempts in MDD patients. These easily accessible, low-cost biomarkers may enhance clinical risk assessment and guide early preventive strategies. Further prospective studies are warranted to validate these findings.</p>