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Previous studies have found that the risk of suicide is higher in patients diagnosed with cancer than in the general population. We aimed to identify potential risk factors associated with suicide in leukemia patients by analyzing data obtained from the Surveillance, Epidemiology, and End Results (SEER) database. We screened the SEER database for leukemia patients added between 1975 and 2017, and calculated their suicide rate and standardized mortality rate (SMR) relative to the total United States population from 1981 to 2017 as a reference. Univariate and multivariate Cox regression analyses were used to determine the risk factors for suicide in leukemia patients. We collected 142,386 leukemia patients who had been added to the SEER database from 1975 to 2017, of whom 191 patients committed suicide over an observation period of 95,397 person‐years. The suicide rate of leukemia patients was 26.41 per 100,000 person‐years, and hence the SMR of the suicided leukemia patients was 2.16 (95% confidence interval [CI] = 1.85–2.47). The univariate and multivariate Cox regression analyses showed that a high risk of suicide was associated with male sex (vs. female: hazard ratio [HR] = 4.41, 95% CI = 2.93–6.63, p < 0.001), older age at diagnosis (60–69 years vs. ≤39 years: HR = 2.60, 95% CI = 1.60–4.23, p < 0.001; 70–79 years vs. ≤39 years: HR = 2.84, 95% CI = 1.72–4.68, p < 0.001; ≥80 years vs. ≤39 years: HR = 2.94, 95% CI = 1.65–5.21, p < 0.001), white race (vs. black: HR = 6.80, 95% CI = 1.69–27.40, p = 0.007), acute myeloid leukemia (vs. lymphocytic leukemia: HR = 1.59, 95% CI = 1.09–2.33, p = 0.016), unspecified and other specified leukemia (vs. lymphocytic leukemia: HR = 2.72, 95% CI = 1.55–4.75, p < 0.001), and living in a small city (vs. large city: HR = 2.10, 95% CI = 1.23–3.60, p = 0.007). Meanwhile, being a non‐Hispanic black (vs. Hispanic: HR = 0.06, 95% CI = 0.01–0.62, p = 0.019) was a protective factor for suicide. Male sex, older age at diagnosis, white race, and acute myeloid leukemia were risk factors for suicide in leukemia patients, while being a non‐Hispanic black was a protective factor. Medical workers should, therefore, provide targeted preventive measures to leukemia patients with a high risk of suicide. [ABSTRACT FROM AUTHOR]