Background This study explores factors associated with transitioning from recent suicidal ideation (SI) to suicide attempt (SA) in depressed outpatients. Methods This is a case-control study nested in two cohorts (LUEUR and GENESE) of depressed adult outpatients recruited in France and followed up for six weeks. SI, depression, anxiety, insomnia, impulsivity, and hopelessness were assessed with validated scales. Differences between patients with SI who attempted suicide during follow up and those who did not were explored using logistic regressions. Results There was a slight majority of females in both cohorts. Mean age was 47.2 years in LUEUR and 49.4 years in GENESE. Of the 3785 participants in the LUEUR cohort, 72 (2.1 %) attempted suicide within the 6-week period vs. 19 of the 2698 participants (0.7 %) in the GENESE cohort. In LUEUR, factors associated with SA within the 6-week period were lifetime history of SA (OR = 5.35, 95 % CI = 3.30–8.66), high SI at baseline (OR = 3.87, 95 % CI = 2.4–6.24), associated treatments (OR = 3.28, 95 % CI = 2.00–5.38), and less improvement over follow-up in the following symptoms: SI (OR = 3.64, 95 % CI = 1.89–7.02), depression (OR = 3.66, 95 % CI = 1.76–7.62), and anxiety (OR = 3.26, 95 % CI = 1.46–7.27). In GENESE, associated factors were lifetime history of SAs (OR = 9.93, 95 % CI = 3.83–25.80), and less improvement in SI (OR = 9.20, 95 % CI = 3.61–23.44). Limitations Heterogeneity of cohorts prevented from performing a pooled analysis with a greater sample size. Conclusions In depressed outpatients, lack of improvement was strongly associated with a short-term SA, particularly in patients with a history of previous SAs. Fast acting treatment on SI and depression may help prevent SAs.