This study assessed suicidal risk in patients suffering from non-psychotic depressive disorders within various clinical and nosological forms (F31–F34 mood disorders and F60.31—emotionally unstable personality disorder). Clinical and psychological features were presented, as well as predictors of suicidal risk in patients of these groups. We performed a comparative analysis of the anxiety and depression level, the level of mental pain, fear of death and the severity of anti-suicidal motives in patients with affective disorders and borderline personality disorder (BPD). Based on the results, 100% of patients in these clinical nosological groups were found to have a high level of suicidal risk. Patients with affective disorders have weak anti-suicidal motives and are not fully aware of the consequences of their own death. Patients with BPD have a higher suicidal risk than patients with affective disorders; they are characterized by less pronounced social orientation, demonstrativeness, self-centeredness, less pronounced levels of anxiety and fear of death.