Background: A dysfunctional use of coping strategies has repeatedly been linked to suicidal behaviour in non-psychiatric populations. However, data regarding association between coping strategies and suicidal behaviour in psychiatric populations are limited. Aims: The aim of the study was to investigate the possible relationship between self-reported suicide risk, suicidal ideation and coping strategies in three psychiatric cohorts. Method: Three cohorts of psychiatric patients were involved in the study; recent suicide attempters (n = 55), suicide attempters at follow-up 12 years after a suicide attempt (n = 38) and patients with ongoing depression without attempted suicide (n = 72). Patients filled in the self-rating version of The Suicide Assessment Scale (SUAS-S) from which items no. 17–20 addressing current suicidal ideation were extracted. To investigate coping strategies, the Coping Orientation of Problem Experience Inventory (COPE) was used. Results: In all cohorts, regression analyses showed that only avoidant coping was significantly correlated with the scores of SUAS-S adjusted for covariates. The items no. 17–20 correlated significantly to avoidant coping but not with other coping strategies in all cohorts. Conclusion: The results of this study indicate that among coping strategies only avoidant coping may be associated with suicide risk in psychiatric patients independently of history of attempted suicide.