Background Patients with dyslipidemia are at increased risk for suicide, especially those with major depressive disorder (MDD). Few studies have investigated the independent effects of suicide attempts on comorbid dyslipidemia in patients with MDD. Moreover, there are no comparisons of differences in factors associated with suicide attempts among patients with MDD with dyslipidemia at different ages of onset. The aim of this study was to investigate the prevalence of suicide attempts and associated variables in first episode and untreated patients with MDD with comorbid dyslipidemia at different ages of onset.Methods We recruited 1718 patients with first-episode untreated MDD in this study. Demographical and clinical data were collected, and lipid profiles, thyroid function, and blood glucose levels were measured. The Hamilton Depression Scale 17 (HAMD-17), Hamilton Anxiety Scale (HAMA), Clinical Global Impression Severity Scale (CGI), and Positive and Negative Syndrome Scale (PANSS) positive subscale were assessed for depression, anxiety and illness severity, as well as psychotic symptoms, respectively.Results The percentage of patients with MDD with comorbid dyslipidemia was 61% (1048/1718). Among patients with MDD with comorbid dyslipidemia, the incidence of suicide attempts was 22.2% (170/765) for early adulthood onset and 26.5% (75/283) for mid-adulthood onset. Independent factors associated with suicide attempts in early adulthood onset patients with MDD with dyslipidemia were as follows: HAMA score (B = 0.328, P < 0.0001, OR = 1.388), Suspicion /persecution (B = -0.554, P = 0.006, OR = 0.575), CGI (B = 0.878, P < 0.0001, OR = 2.406), systolic blood pressure (B = 0.048, P = 0.004, OR = 1.049), hallucinatory behavior (B = 0.334, P = 0.025, OR = 1.397), and TPOAb (B = 0.003, p < 0.0001, OR = 1.003). Independent factors associated with suicide attempts in mid-adulthood onset patients with MDD with comorbid dyslipidemia were as follows: HAMA score (B = 0.182, P < 0.0001, OR = 1.200), CGI (B = 1.022, P < 0.0001, OR = 2.778), and TPOAb (B = 0.002, P = 0.009, OR = 1.002).Conclusion Our findings suggest an elevated risk of suicide attempts in patients with MDD with comorbid dyslipidemia. The incidence of suicide attempts was similar in the early- and mid-adulthood onset subgroups among patients with MDD with dyslipidemia, but the factors associated with suicide attempts were different in these two subgroups.