Background: Childhood maltreatment increases the risk of suicide attempts in the general population, possibly having similar effects among patients with major depressive disorder (MDD). The few studies that have addressed this association have been restricted to specific populations (e.g. treatment-resistant depression, personality disorders) and have rarely taken sex into account. Objective: To examine the impact of childhood maltreatment on suicide attempts among MDD patients above and beyond other risk factors and potential confounders, while considering potential sex-specific effects. Methods: The study assessed 165 patients with a principal diagnosis of MDD. Neurological alterations, psychiatric comorbidities, and drug abuse were reasons for exclusion. Logistic regressions using the whole sample, and divided by sex, were run to test the association between childhood maltreatment and history of suicide attempts, controlling for symptom severity, comorbidities, and treatment-resistant depression. Results: There was a significant and clinically relevant association between childhood maltreatment and history of suicide attempts in the total sample. Patients with childhood maltreatment were 3.01 times more likely to present a history of suicide attempts than patients without childhood maltreatment. A family history of psychiatric disorders also contributed to the variance of attempted suicide, but its interaction with childhood maltreatment was not statistically significant. When testing the model separately, the effect of childhood maltreatment on suicide attempts remained for females, whereas for males, age of MDD onset and Childhood Trauma Questionnaire minimization–denial scale were predictive variables. Conclusions: Childhood maltreatment is a clear predictor of suicidal behaviour among MDD patients, and this effect remains significant after controlling for potential confounders. Also, the sex of patients emerges as a relevant factor that may model the mechanisms underlying the prediction of suicide attempts. Since suicide is the main cause of premature death among MDD patients, interventions targeting childhood maltreatment should be included in preventive and clinical strategies.