Here's a summary from a great article on HelpGuide that goes over how to help someone who is suicidal.
Speak up. Start a conversation and let them know your concerns. Start off by saying something like, “I wanted to check in with you because you haven’t seemed like yourself lately. What’s going on?” Also ask additional questions so you can find out what triggered their feelings and make sure to let them know that you’re there for them.
Respond quickly. Don’t hold off on talking to them and never leave a suicidal person alone. If you believe a suicide attempt may be happening very soon, call a local crisis center, call 911 or take them to an emergency room. Get help!
Be yourself. Let the person know you care, that he/she is not alone. The right words are often unimportant. If you are concerned, your voice and manner will show it.
Listen. Let the suicidal person unload despair, vent anger. No matter how negative the conversation seems, the fact that it exists is a positive sign.
Be sympathetic, non-judgmental, patient, calm, accepting. Your friend or family member is doing the right thing by talking about his/her feelings.
Offer hope. Reassure the person that help is available and that the suicidal feelings are temporary. Let the person know that his or her life is important to you.
Be proactive. Don’t just say call me if you need anything and wait for them to make the move. Call them, stop by their house, invite them out for various activities.
Remove potential means of suicide. Get guns, pills and knives out of the house or locked up.
Take the person seriously. If the person says things like, “I’m so depressed, I can’t go on,” ask the question: “Are you having thoughts of suicide?” You are not putting ideas in their head, you are showing that you are concerned, that you take them seriously, and that it’s OK for them to share their pain with you.
Argue with the suicidal person. Avoid saying things like: "You have so much to live for," "Your suicide will hurt your family," or “Look on the bright side.”
Act shocked, lecture on the value of life, or say that suicide is wrong.
Promise confidentiality. Refuse to be sworn to secrecy. A life is at stake and you may need to speak to a mental health professional in order to keep the suicidal person safe. If you promise to keep your discussions secret, you may have to break your word.
Offer ways to fix their problems, or give advice, or make them feel like they have to justify their suicidal feelings. It is not about how bad the problem is, but how badly it’s hurting your friend or loved one.
Blame yourself. You can’t “fix” someone’s depression. Your loved one’s happiness, or lack thereof, is not your responsibility.
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