The aetiology of suicidal behaviour is complex, and knowledge about its neurobiological mechanisms is limited. Neuroimaging methods provide a noninvasive approach to explore the neural correlates of suicide vulnerability in vivo. The ENIGMA-MDD Working Group is an international collaboration evaluating neuroimaging and clinical data from thousands of individuals collected by research groups from around the world. Here we present analyses in a subset sample (n=3097) for whom suicidality data were available. Prevalence of suicidal symptoms among major depressive disorder (MDD) cases ranged between 29 and 69% across cohorts. We compared mean subcortical grey matter volumes, lateral ventricle volumes and total intracranial volume (ICV) in MDD patients with suicidal symptoms (N=451) vs healthy controls (N=1996) or MDD patients with no suicidal symptoms (N=650). MDD patients reporting suicidal plans or attempts showed a smaller ICV (P=4.12 × 10−3) or a 2.87% smaller volume compared with controls (Cohen’s d=−0.284). In addition, we observed a nonsignificant trend in which MDD cases with suicidal symptoms had smaller subcortical volumes and larger ventricular volumes compared with controls. Finally, no significant differences (P=0.28–0.97) were found between MDD patients with and those without suicidal symptoms for any of the brain volume measures. This is by far the largest neuroimaging meta-analysis of suicidal behaviour in MDD to date. Our results did not replicate previous reports of association between subcortical brain structure and suicidality and highlight the need for collecting better-powered imaging samples and using improved suicidality assessment instruments.