We aimed to examine the prevalence of suicidal ideation in patients with chronic obstructive pulmonary disease (COPD) and the association between demographic and clinical variables and the occurrence of suicidal thoughts. This was a cross-sectional study. Sociodemographic and clinical data were recorded, and questionnaires were used to assess depressive symptoms (Beck Depression Inventory), comorbidities (Charlson Index), cognitive performance (Mini Mental State Examination), and quality of life (EuroQoL-5 dimensions and CAT). Specific questions about suicide-related behavior were included. Multivariate logistic regression analysis identified the significant factors associated with previous suicidal ideation and suicide attempts. The analysis included 1190 subjects. The prevalence of suicidal ideation and suicide attempts were 12.1% and 2.5%, respectively. Severely depressed patients had the highest prevalence of suicide-related behavior. The adjusted logistic model identified factors significantly associated with suicidal ideation: sex (odds ratio (OR) for women vs. men = 2.722 (95% confidence interval (CI) = 1.771–4.183)), depression score (OR = 1.163 (95% IC = 1.127–1.200)), and Charlson Index (OR 1.228 (95% IC 1.082–1.394)). Suicidal ideation is common in COPD patients, especially in women. While addressing suicidal ideation and suicide prevention, clinicians should first consider the management of depressive symptomatology and the improvement of coping strategies.