People with gambling disorder (GD) are more likely to have suicidal behaviours. Some people with GD respond well to cognitive behavioural therapy (CBT), while others relapse or drop out of treatment. This study tested what factors affect suicidal behaviours and responses to CBT. A total of 1112 patients with GD completed the clinical interviews. Then they received 16 weeks of CBT treatment. About 21% of participants had suicidal ideation and 7% attempted suicide at some point. Women were more likely to have suicidal ideation than men. Women, as well as those who prefer non-strategic games, were more likely to have attempted suicide. Worse mental health state and some personality traits were also linked to suicidal behaviour. Neither suicidal behaviour nor gambling preferences affected CBT treatment outcomes.