This study investigates the relationship between firearm prevalence and suicide in a sample of all US states over the years 2000–2009. We find strong, positive effects of gun prevalence on suicide using OLS estimation, across a variety of measures for gun possession, and with several sets of controls. When using instrumental variable estimation, the effect remains significant, despite also finding significant evidence that gun ownership causes substitution towards gun-suicide rather than other methods of suicide. There is also evidence for non-linearities in the effects of guns on suicide.