Background: Childhood trauma (CT), depression, and psychological pain are known predictors of suicidal ideation. Recent literature additionally highlights the importance of the attachment system. Methods: We aimed to predict suicidal ideation through CT, attachment, and psychological and social pain by using mediation models aiming to predict suicidal ideation through CT (predictor) and attachment (mediator). In the same models, we introduced psychological or social pain as a moderator of the relationship between attachment, CT, and suicidal ideation. We included 161 depressed patients and assessed depression, attachment, CT, suicidal ideation, psychological pain, and social pain. Results: We found (1) a complete mediating effect of anxious attachment (a2b2 = 0.0035, CI95% = [0.0010; 0.0069]) on the relationship between CT on suicidal ideation, and (2) a significant complete conditional mediating effect of anxious attachment and psychological pain (index of moderated mediation VAS: 0.0014; CI95% = [0.0002; 0.0032]) but not social pain on the relationship between CT and suicidal ideation. Both models were controlled for history of suicidal attempt, depression severity, and sex. Conclusions: Our results suggest a developmental profile of suicidal ideation in mood disorder that is characterized by the presence of CT and insecure attachment, especially anxious attachment, that is sensitive to experiences of psychological pain. Nevertheless, we cannot conclude that avoidantly attached individuals do not present the same mechanism, as they may not disclose those ideas.