Growing evidence shows an association between sleep disturbance and suicidal thoughts and behaviours. Key research questions remain regarding i) the extent to which this association exists beyond depression, ii) what are the specific symptoms of sleep disturbance which appear to drive this association, and iii) which psychological factors may account for the relationship between sleep disturbance, suicidal thoughts, and behaviours. Therefore, the first aim of this thesis was to conduct a nuanced investigation of which specific symptoms of sleep disturbance were associated with suicidal thoughts and behaviours, beyond symptoms of depression. The second aim was to examine the role of psychological factors in the relationship between symptoms of sleep disturbance and suicidal thoughts and behaviours. Consideration was given to the appropriate methodological approaches relating to research design, populations, and assessment (Chapter 2). A systematic review critically appraised research which has examined the interrelationships between psychological factors, sleep disturbance and suicidal thoughts and behaviours (Chapter 3). Findings were integrated with psychological models of suicide to develop a series of hypotheses with the potential to drive a novel and impactful research agenda. A qualitative interview study explored perceptions of the role of sleep in suicidal pathways in people (n = 18) with experience of a major depressive episode(s) and suicidal thoughts and/or behaviours (Chapter 4). Inductive thematic analysis showed that being awake during the night was a vulnerable time for a suicide attempt; poor sleep made it harder to manage mental wellbeing; and sleep provided an important escape from waking-life problems. The association between nightmares and suicidal behaviours was examined in existing cross-sectional data that was collected with people (n = 91) who had symptoms of post-traumatic stress disorder (Chapter 5). A significant relationship was found between nightmares and suicidal behaviour, independent of symptoms of insomnia. A mediational analysis showed that this relationship was partially explained by perceptions of defeat, entrapment and hopelessness. However, the direct effect between nightmares and suicidal behaviour still remained statistically significant. Chapter 6 tested hypotheses which were outlined in the systematic review, and derived from the qualitative interview study. A seven-day ecological momentary assessment study was conducted with people who were currently experiencing a major depressive episode and suicidal ideation. Using both objective and subjective assessments of sleep, multilevel models showed that poor sleep quality, and short sleep duration predicted increased suicidal ideation the next-day, but day-time suicidal ideation did not predict symptoms of sleep disturbance the subsequent evening. Moderation analyses were based on key variables derived from the qualitative study in Chapter 4. These analyses revealed that sleep quality altered the strength of relationship between pre-sleep entrapment and awakening suicidal ideation. Specifically, poor sleep quality strengthened the association between pre-sleep entrapment and suicidal ideation on waking. The implications of these findings are discussed in relation to contemporary psychological models of suicide which account for the role of entrapment in relation to suicidal pathways. Suggestions are made throughout the thesis to guide clinicians in integrating findings from the review and empirical chapters when conducting assessments, formulations and interventions with people who experience suicidal thoughts and behaviours. Key avenues for future research are outlined which seek to advance understanding of the relationship between sleep disturbance and suicidal thoughts and behaviours. These suggestions focus on i) investigation of the role of entrapment versus underlying bias of negative appraisals, ii) identification of mechanisms specific to the association between nightmares and suicidal thoughts and behaviours, and iii) examination of the contribution of psychosocial factors.