Background: Major depressive disorder (MDD), represent a major source of risk for suicidality. However, knowledge about risk factors for future suicide attempts (SAs) within MDD is limited. The present longitudinal study examined a wide range of putative non-clinical risk factors (demographic, social, lifestyle, personality) and clinical risk factors (depressive and suicidal indicators) for future SAs among persons with MDD. Furthermore, we examined the relationship between a number of significant predictors and the incidence of a future SA. Methods: Data are from 1713 persons (18–65 years) with a lifetime MDD at the baseline measurement of the Netherlands Study of Depression and Anxiety who were subsequently followed up 2, 4 and 6 years. SAs were assessed in the face-to-face measurements. Cox proportional hazard regression analyses were used to examine a wide range of possible non-clinical and clinical predictors for subsequent SAs during 6-year follow-up. Results: Over a period of 6 years, 3.4% of the respondents attempted suicide. Younger age, lower education, unemployment, insomnia, antidepressant use, a previous SA and current suicidal thoughts independently predicted a future SA. The number of significant risk factors (ranging from 0 to 7) linearly predicted the incidence of future SAs: in those with 0 predictors the SA incidence was 0%, which increased to 32% incidence in those with 6+ predictors. Conclusion: Of the non-clinical factors, particularly socio-economic factors predicted a SA independently. Furthermore, preexisting suicidal ideation and insomnia appear to be important clinical risk factors for subsequent SA that are open to preventative intervention.