Immigrants may experience several negative consequences as a result of their migration including discrimination, unsatisfactory economic conditions, and rejection from the host countries, which may contribute to psychiatric illness and vulnerability to suicidal behaviors. The purpose of the current study was to determine whether or not the theorized components of measured dimensions of suicide risk and psychopathology vary across samples of Italians and immigrants. We investigated 237 Italians and 234 immigrants, who were administered self-report questionnaires to assess temperament (TEMPS-A), hopelessness (BHS), personality (EPQ-R), and self-other perception (9AP). Multi-group confirmatory factor analyses were conducted, which yielded a final model with an excellent fit to the data (chi ((53)) (2) = 57.56; CFI = 0.994; RMSEA = 0.014). This final model fits significantly better than the previously tested models and indicated that the same pattern of relationships was found between suicide risk and psychopathology across both groups. Although immigrants represent a unique population and may experience specific stressors contributing to psychopathology and suicide risk, our findings suggest that the samples of Italians and immigrants may be more similar on the study variables under investigation than previously thought. Implications are offered for the improved identification and treatment of immigrants and resident citizens in Europe in general and in Italy in particular.