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Stressful life events (SLEs) and suicidal ideation (SI) are prevalent in persons with major depression disorder (MDD). Less is known about the underlying role of insomnia symptoms in the association between SLEs and SI. This three-wave prospective cohort study sought to investigate the longitudinal association among SLEs, insomnia symptoms, and SI in persons with MDD. The study population included 511 persons with MDD (mean [SD] age, 28.7 [6.7] years; 67.1% were females). Generalized estimated equations (GEEs) were utilized to explore prospective association among exposure of SLEs, insomnia symptoms, and SI. Additionally, a structural equation model (SEM) was employed to estimate the longitudinal mediating effect of insomnia symptoms in the relationship between SLEs and SI. Our study demonstrated that cumulative SLEs were determined to be longitudinally associated with SI in persons with MDD. We further observed that the association between SLEs and SI was significantly mediated by insomnia symptoms. Clinicians assessing persons with MDD, especially those with the history of SLE, could carefully evaluate and promptly treat insomnia symptoms as part of personalized assessment of their depressive illness, thereby achieving early prevention and intervention for suicidal behaviors in persons with MDD.