Suicidal vulnerability has been related to impaired value-based decision-making and increased sensitivity to social threat, mediated by the prefrontal cortex. Using functional magnetic resonance imaging, we aimed at replicating these previous findings by measuring brain activation during the Iowa Gambling Task and an emotional faces viewing task. Participants comprised 15 euthymic suicide attempters (history of depression and suicidal behavior) who were compared with 23 euthymic patient controls (history of depression without suicidal history) and 35 healthy controls. The following five model-based regions of interest were investigated: the orbitofrontal cortex (OFC), ventrolateral prefrontal cortex (VLPFC), anterior cingulate cortex (ACC), medial (MPFC) and dorsal prefrontal cortex (DPFC). Suicide attempters relative to patient controls showed (1) increased response to angry vs. neutral faces in the left OFC and the VLPFC, as previously reported; (2) increased response to wins vs. losses in the right OFC, DPFC and ACC; (3) decreased response to risky vs. safe choices in the left DPFC; and (4) decreased response to sad vs. neutral faces in the right ACC. This study links impaired valuation processing (here for signals of social threat, sadness and reward) to prefrontal cortex dysfunction in suicide attempters. These long-term deficits may underlie the impaired decision-making and social difficulties found in suicide attempters.