Most clinical major depression responds to standard treatments (medication and psychotherapy); however, a significant subset of depressed patients (15-20%) do not respond to these treatments and are referred to as treatment-resistant major depression (TRMD). New treatments for TRMD are needed, and one promising line of research are drugs known as N-methyl-D-aspartate (NMDA) glutamate receptor antagonists. In a recent pilot study, the investigators of this study demonstrated that the NMDA antagonist nitrous oxide is effective in TRMD, reducing depressive symptoms, guilt, and suicidal thinking.

To more closely investigate suicidal thinking, this study is designed as a double-blind, randomized, prospective, inpatient trial comparing inhaled nitrous oxide (N2O) plus treatment as usual versus inhaled placebo plus treatment as usual. All unipolar depressed, acutely suicidal inpatients will receive standard treatment for their depression/ suicidal thinking (TAU). Additionally, participants will undergo a maximum of four one hour inhalation sessions as inpatients and 2 booster sessions as outpatients during which they will receive either inhaled nitrous oxide (50% nitrous oxide/50% oxygen = active treatment) or placebo gas (50% nitrogen/50% oxygen). A target total of 50 patients with suicidal ideation and unipolar depression will be enrolled, 25 of whom will be assigned to the TAU control group and 25 of whom will be assigned to the N2O + TAU experimental group.

Inclusion Criteria:

1. Patients aged 18-65 years old;
2. current diagnosis of unipolar, major depressive disorder (MDD) without psychosis as defined by the Mini-International Neuropsychiatric Interview (MINI) and The Fourth Edition of the Diagnostic and Statistical Manual of Mental Disorders (DSM-IV) DSM-IV determined by clinical interview and by a baseline score of ≥18 on the HDRS-21 (Hamilton Depression Rating Scale 21-item;
3. moderate to severe SI defined as a score ≥3 on the HDRS-21 suicide item (item #3);
4. will have good command of the English language;
5. will have been voluntarily admitted to the inpatient Psychiatric Units at Barnes-Jewish Hospital/Washington University in St. Louis, MO.

Exclusion Criteria:

1. Lifetime DSM-IV (obtained via MINI) diagnoses of schizophrenia, schizoaffective disorders, bipolar disorder, obsessive-compulsive disorder, evidence of severe personality disorder (e.g., history of recurrent self-mutilation/cutting, significant and recurrent tumultuous relationships), and panic disorders;
2. past 12-month substance abuse/dependence other than nicotine;
3. active psychotic symptoms;
4. significant pulmonary disease and/or requiring supplemental oxygen;
5. administration of other N-Methyl-D-aspartate (NMDA)-receptor antagonist treatment (e.g., ketamine) within two weeks of entry into study;
6. currently receiving electroconvulsive therapy;
7. contraindications for nitrous oxide (pneumothorax, bowel obstruction, middle ear occlusion, elevated intracranial pressure, chronic cobalamin and/or folate deficiency treated with folic acid or vitamin B12);
8. past 12-month history of head trauma;
9. women who are pregnant or breastfeeding;
10. any other factor that in the investigators' judgment may affect patient safety or compliance.