The aim of this paper is to examine the buffering effect of family cohesion in the relationship between depression and suicidal risk among adolescents, adults, and the elderly. To achieve the research aim, surveys were conducted in 10 cities across the country for 399 adolescents, 473 adults, and 370 elderly from May to August 2010. Major findings of the data analysis are as follows. First, while, in the relationship between depression and suicidal risk, the elderly were the highest, followed by adolescents and adults in descending order, in family cohesion, adults were the highest, followed by the elderly and adolescents. Second, the analysis of the buffering effect of family cohesion in the relationship between depression and suicidal risk showed that it was significant only for adolescents and adults, which means that for those two groups family cohesion alleviates the effects of depression on suicidal risk, demonstrating the necessity of strengthening family cohesion to reduce suicides among the two groups of people. But, for the elderly for whom family relationship is more important than any other age group, the buffering effect of family cohesion in the relationship between depression and suicidal risk was not proved. The interpretation of this phenomenon is given in the part of the paper where the characteristics of the suicide of the old age group is discussed.