FKBP5 is a critical component of the Hypothalamic-Pituitary-Adrenal (HPA) axis, a system which regulates our response to stress. It forms part of a complex of chaperones, which inhibits binding of cortisol and glucocorticoid receptor translocation to the nucleus. Variations in both the HPA axis and FKBP5 have been associated with suicidal behavior. We developed a systematic, targeted sequencing approach to investigate coding and regulatory regions in or near FKBP5 in 476 bipolar disorder suicide attempters and 473 bipolar disorder non-attempters. Following stringent quality control checks, we performed single-variant, gene-level and haplotype tests on the resulting 481 variants. Secondary analyses investigated whether sex-specific variations in FKBP5 increased the risk of attempted suicide. One variant, rs141713011, showed an excess of minor alleles in suicide attempters that was statistically significant following correction for multiple testing (Odds Ratio = 6.65, P-value = 7.5 x 10-4, Permuted P-value = 0.038). However, this result could not be replicated in an independent cohort (Odds Ratio = 0.90, P-value = 0.78). Three female-specific and four male-specific variants of nominal significance were also identified (P-value < 0.05). The gene-level and haplotype association tests did not produce any significant results. This comprehensive study of common and rare variants in FKBP5 focused on both regulatory and coding regions in relation to attempted suicide. One rare variant remained significant following correction for multiple testing but could not be replicated. Further investigation is required in larger sample sets to fully elucidate the association of this variant with suicidal behavior.