This chapter explores two of the most severe and consequential cognitive dysfunctions in depression: impaired attention and suicidality. Although the primary goal of treating patients with major depressive disorder (MDD) is the reduction of affective symptoms, the burden of cognitive impairments should not be overlooked. It seems that treatments that are currently available, whether pharmacological or psychological, do not seem to sufficiently ameliorate cognitive dysfunctions. Any and all of these cognitive dysfunctions may persist after the mood symptoms have improved. Genetics and epigenetics may alter both the occurrence of cognitive dysfunctions and their resistance to treatment. A complex relationship exists among stress, inflammation, cognitive and mood symptoms of depression, and suicide. These relationships are frequently associated with gross neuroanatomical changes and allostatic changes in control circuits. Attention difficulties are rarely addressed in therapy. Results of various interventions are generally mixed. We will home in on suicide triggers, suicide neurochemistry, and suicide prevention.