Over the past four decades, psychological research has advanced the understanding of suicidal behavior by examining its biological, psychological, environmental, social, and cultural dimensions. However, integrating these factors into theoretical frameworks remains challenging due to methodological and conceptual constraints. This chapter provides an overview of the most relevant findings in the psychology of suicidal behavior, focusing on integrative theoretical models. Drawing on the distinction between first- and second-generation psychological theories of suicide, the chapter examines the current state of these models, exploring their implications for research and clinical practice. The chapter offers a critical perspective on the development of contemporary theoretical models in suicidology, underscoring the lack of significant progress, particularly in integrating sociocultural dimensions and gaining a deeper understanding of the mechanisms underlying suicidal behavior. Additionally, the chapter examines the potential contributions of critical suicidology, which advocates for a social and political perspective on suicide, challenges the individual pathology approach, and calls for new theoretical models that better capture the complexity of suicidality.