Background: Major depressive depression (MDD) is often accompanied by suicidal behavior. Increasing evidence shows that MDD patients display psychotic symptoms. However, the relationship between psychotic symptoms and suicide attempt in MDD has not been reported. Therefore, this study was to identify the prevalence and associated factors of suicide attempts in first-episode and untreated Chinese Han outpatients comorbid with psychotic major depression (PMD). Methods: 1718 first-episode and untreated MDD outpatients were assessed with Positive Symptom Scale of Positive and Negative Syndrome Scale (PANSS), the 17-item Hamilton Depression Scale, Hamilton Anxiety Scale, and clinical global impression of severity scale (CGI-S). Some glycolipid metabolism and thyroid hormone parameters were measured. Results: In MDD patients, the percentage of PMD was 10.0%. The incidence of attempted suicide in PMD patients was 51.5%, which was more than 3 times higher than that in non-PMD patients (16.7%). In PMD patients, compared to non-attempters, suicide attempters were older, had a longer course of disease, scored higher on all scales, as well as had higher levels of thyroid stimulating hormone (TSH), thyroid peroxidases antibody, antithyroglobulin and blood glucose. PANSS positive symptom, CGI, diastolic blood pressure and TSH were independently associated with suicide attempts of PMD. Conclusions: PMD patients have a higher prevalence of suicide attempt than non-PMD patients. Some demographic and clinical parameters are relevant factors for suicide attempt in PMD patients.