Suicide is a global public health problem, but very few theories have been developed for its etiology and effective prevention. Presented in this article is a comprehensive and parsimonious theory explaining the socio-psychological mechanism prior to suicidal behavior. Strain, resulting from conflicting and competing pressures in an individual’s life, is hypothesized to precede suicide. The strain theory of suicide (STS) proposes four sources of strain leading to suicide: (1) value strain from differential values; (2) aspiration strain from the discrepancy between aspiration and reality; (3) deprivation strain from the relative deprivation, including poverty; and (4) coping strain from deficient coping skills in the face of a crisis. This new model is built on previous notions of anomie (Durkheim, 1897/1951), strain theories of deviance (Merton, 1957) and crime (Agnew, 1992), although suicide is not a major target for explanation in those theories. Future research with rigorous quantitative data needs to be conducted to further test STS on a more comprehensive level.