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Abstract Background Screening for suicidal ideation in high-risk groups such as U.S. veterans is crucial for early detection and suicide prevention. Currently, screening is based on clinical interviews or self-report measures. Both approaches rely on subjects to disclose their suicidal thoughts. Innovative approaches are necessary to develop objective and clinically applicable assessments. Speech has been investigated as an objective marker to understand various mental states including suicidal ideation. In this work, we developed a machine learning and natural language processing classifier based on speech markers to screen for suicidal ideation in US veterans. Methodology Veterans submitted 588 narrative audio recordings via a mobile app in a real-life setting. In addition, participants completed self-report psychiatric scales and questionnaires. Recordings were analyzed to extract voice characteristics including prosodic, phonation, and glottal. The audios were also transcribed to extract textual features for linguistic analysis. We evaluated the acoustic and linguistic features using both statistical significance and ensemble feature selection. We also examined the performance of different machine learning algorithms on multiple combinations of features to classify suicidal and non-suicidal audios. Results A combined set of 15 acoustic and linguistic features of speech were identified by the ensemble feature selection. Random Forest classifier, using the selected set of features, correctly identified suicidal ideation in veterans with 86% sensitivity, 70% specificity, and an area under the receiver operating characteristic curve (AUC) of 80%. Conclusions Speech analysis of audios collected from veterans in everyday life settings using smartphones offers a promising approach for suicidal ideation detection. A machine learning classifier may eventually help clinicians identify and monitor high-risk veterans.