According to WHO data, suicide is a public health priority. In particular, suicide is the fourth-leading cause of death in young people. Many risk factors of suicide are described, including individual-, relationship-, community-, and societal-linked ones. The leading factor is the diagnosis of mental illness. Nevertheless, not all people who attempt suicide are psychiatric patients; these characteristics help define high-risk populations. There are currently no useful biomarkers to indicate the risk of suicide. In recent years, neurotrophic factors have increasingly become of scientific interest. This review aims to summarize the current scientific knowledge on the correlation between BDNF and GDNF and suicide, to theorize whether neurotrophins could be a reliable marker for an early diagnosis of suicidal risk. The authors conducted a systematic review following PRISMA criteria. They found eight research papers in agreement with the inclusion criteria. According to the results of these studies, there may be a connection between BDNF brain levels and complete suicide, although there are discrepancies. A lack of interest in GDNF may suggest less involvement in the suicidal dynamic. Further studies may provide helpful information to researchers.