Suicidal behaviour results from a complex interplay between stressful events and vulnerability factors, including cognitive deficits. It is not yet clear if memory impairment is part of this specific vulnerability. Therefore, the objective of this study was to examine the association between memory deficits and vulnerability to suicidal acts. A literature review was performed using Medline, Embase, and PsycInfo databases. Twenty-four studies (including 2,595 participants) met the selection criteria. Four different types of memory (i.e., working memory, short- and long-term memory, and autobiographical memory) were assessed in at least three different studies. Autobiographical memory was significantly less specific and more general in patients with a history of suicide attempt relative to those without such a history (Hedges’ g = 0.8 and 0.9, respectively). Long-term memory and working memory were both more impaired in suicide attempters than in patient and healthy controls. Only short-term memory did not differentiate suicide attempters from patient controls. Memory may play a significant role in the risk of suicidal acts, perhaps by preventing these individuals from using past experiences to solve current problems and to envision the future, and by altering inhibitory processes. More studies are necessary to better clarify these relationships.