In a new study, experts from Glasgow University and Harvard University in the US examined psychological factors that can contribute to suicidal feelings.
They found that in many cases patients want to handle their problems themselves but, even where treatment is received, it has not proven effective.
Professor Rory O'Connor, from Glasgow, and Professor Matthew K Nock, from Harvard, have called for further research to cut the rate of suicide.
It is responsible for about 1.5% of deaths worldwide.
The study, which appears in the Lancet, said: "The fact that most suicidal people do not receive treatment, and that little evidence is available for the effectiveness of the interventions received by those who do, emphasises the tremendous importance of future work to develop psychological treatments for people at risk of suicidal behaviour."
About one-third of people who think about suicide will go on to make a suicide attempt, according to the study.