Our aim was to explore if different exposure windows for sunshine or temperature are associated with increased suicidal behaviour among people starting antidepressant treatment. 307 completed and 1674 attempted suicides were included as cases in the conditional logistic regression analyses, while controlling for potential confounders, including season, as well as temperature and hours of sunshine when these variables were not the main exposure variable. Ten controls were matched to each case using risk-set sampling. The role of season, age, and sex was examined with likelihood ratio tests (LRTs) with and without the respective interaction terms and with stratified analyses. There was no overall association between temperature or sunshine with suicidal behaviour. Age was a significant effect modifier for suicide and suicide attempt for both sunshine and temperature exposure. In stratified analyses, an increase of one degree Celsius in the average daily temperature during the last 4 weeks was associated, in the unadjusted model, with a 3% increase in the rate of suicide (p=0.023) amongst older patients (65+). In the same age group, an increase of 1 h in the average daily sunshine during the last 4 weeks was associated with an 8% increase in the rate of suicide attempt (p=0.002), while the respective increase for the exposure period of 5-8 weeks was 7% (p=0.007). An increase of one degree Celsius in the average daily temperature during the last 4 weeks was associated with a 3% increase in the rate of suicide attempt (p=0.007). These associations did not retain statistical significance in the adjusted models. No associations were found in the other age groups. Our results point to a possible effect modification by age, with higher risk of suicidal behavior associated with an increase in sunshine and temperature found in the older age groups.