This chapter reviews gender differences in suicide, commonly known as the gender paradox in suicide. While men are more likely to complete suicide, suicide attempts are more frequent in women. Although there are exceptions, this paradox occurs in most countries over the world, and it is partially explained by the preference of men for more lethal methods. Nevertheless, there are differences in the known risk factors for suicide between men and women, and this chapter summarizes the more relevant findings for the gender paradox. Apart from previous attempts, which still is the strongest predictor of death by suicide, with a higher rate in males than in females, we will emphasize in the role of male depression. It is commonly recognized that over 90% of people who die by suicide had a psychiatric diagnosis, mostly depression, and male depression seems to be a distinct clinical phenotype challenging to recognize, which might contribute to the gender paradox. Finally, in light of all the information reviewed, some recommendations on prevention of suicide from a gender perspective in the clinical setting will be made.