This narrative review aims to explore historical and modern understanding of suicides in the armed forces in the international comparative context. Durkheim's views on suicide in the military still influence our understanding of this phenomenon, but new trends in the mental health of young people are becoming more significant. Suicides in the armed forces largely depend on the prestige of the army in the given society and the standards that are practiced while conscription or recruitment of volunteers into service. As a rule, due to initial selection, the suicide rate in the armed forces is lower than among the corresponding gender and age groups of the civilian population, although there are exceptions. The recent research on risk factors for suicidal behavior in the United States military, as well as observations of military psychiatrists in Russia, indicate that the mental health of recruits and military personnel is gaining a leading position in comparison with socio-economic circumstances. In many countries of the world, prevention programs in the armed forces are being developed and are operating, the most effective of them are those that are implemented in the partnership between military and civilian specialists. Moreover, most effective programs are designed as proactive projects. The core of most programs is the strategy of psychoeducation aimed to inform wide contingent, from commanders to private soldiers. Topics include objective knowledge about suicide, mental health awareness, opportunities for getting support, and the ability to help a friend when signs of a suicidal threat appear. The review provides an example of a successful prevention program based on a psychoeducation strategy.