Diagnosis of suicide risk is a clinical challenge requiring an interdisciplinary therapeutic approach. Except for psychological explanation of the suicidal mechanism, there is evidence that it is associated with brain chemistry disturbances as oxidative stress. The objective of this study was to explore the role of oxidative stress components in suicidality comparing subjects at different stages of suicide. The study included psychiatric inpatients aged 18–64 (n = 48) with different psychiatric diagnoses. Blood specimens were collected from subjects and tested for oxidative stress biomarkers: superoxide dismutase (SOD), dityrozine (DT), oxidative stress index (OSI), glutathione peroxidase (GPx), total antioxidant capacity (TAC trolox), ferric reducing ability of plasma (FRAP), total oxidant status (TOS), catalase (CAT), advanced glycoxidation end products (AGE), NADPH oxidase (NOX), and advanced oxidation protein products (AOPP). The Columbia Severity Suicide Scale (C-SSRS) was used for suicidality assessment. Subjects with a history of suicide ideations over the last three months had significantly higher levels of NOX, AOPP, and OSI. There was no significant relationship to any oxidative stress component levels either with a history of suicide behaviors or with suicide attempts over the last three months. The levels of NOX and AOPP were both positively correlated to the intensity of suicidal thoughts. Moreover, there was a positive correlation between a number of suicide attempts during a lifetime with AGE and DT and negative with CAT. Similarly, the subjects with a history of suicide attempts had significantly higher AGE and DT levels and lower CAT values. The study confirmed that oxidative stress plays an important role in the pathophysiology of suicide and specific oxidative stress measures vary in suicidal and non-suicidal psychiatric inpatients.