Addressing the mental health needs of healthcare workers (HCWs), who are at high risk of suicide, is an important public health issue. Therefore, this systematic review investigated the effect of psychosocial intervention targeting suicidal behavior (i.e., suicidal ideation, attempt, or fulfillment) of HCWs. Five electronic databases were searched for interventional studies reporting HCWs' suicidal behavior outcomes. Only two interventional studies were included in this review, and no consistent conclusion was drawn from the existing literature regarding the psychosocial prevention strategies focusing on the suicide risk of HCWs. The results indicate that compared with numerous observational studies reporting poor mental health and/or severity of suicidal risk among HCWs, intervention studies using psychosocial strategies to reduce the risk of suicide are relatively scarce. Although the insufficient number and heterogeneity of the included studies leave the results inconclusive, our findings emphasize the need to fill the research gap in this field. The causes of the gap are further explored, and suggestions for future research are provided.