We carried out whole-exome ultra-high throughput sequencing in brain samples of suicide victims who had suffered from major depressive disorder and control subjects who had died from other causes. This study aimed to reveal the selective accumulation of rare variants in the coding and the UTR sequences within the genes of suicide victims. We also analysed the potential effect of STR and CNV variations, as well as the infection of the brain with neurovirulent viruses in this behavioural disorder. As a result, we have identified several candidate genes, among others three calcium channel genes that may potentially contribute to completed suicide. We also explored the potential implication of the TGF-β signalling pathway in the pathogenesis of suicidal behaviour. To our best knowledge, this is the first study that uses whole-exome sequencing for the investigation of suicide.