Background: Suicidal behaviour is a major public health problem that has not abated over the past decade. Adopting machine learning algorithms that allow for combining risk factors that may increase the predictive accuracy of models of suicide behaviour is one promising avenue toward effective prevention and treatment. Methods: We used Canadian Community Health Survey – Mental Health and Canadian Forces Mental Health Survey to build conditional inference random forests models of suicidal behaviour in Canadian general population and Canadian Armed Forces. We generated risk algorithms for suicidal behaviour in each sample. We performed within- and between-sample validation and reported the corresponding performance metrics. Results: Only a handful of variables were important in predicting suicidal behaviour in Canadian general population and Canadian Armed Forces. Each model’s performance on within-sample validation was satisfactory, with moderate to high sensitivity and high specificity, while the performance on between-sample validation was conditional on the size and heterogeneity of the training sample. Conclusion: Using conditional inference random forest methodology on large nationally representative mental health surveys has the potential of generating models of suicidal behaviour that not only reflect its complex nature, but indicate that the true positive cases are likely to be captured by this approach.