We present the case of a 49-year-old man who was diagnosed with depressive disorder, with the first episode having a strong reactive factor. He was involuntarily admitted to a psychiatric hospital after a failed attempt at taking his own life, where he responded to psychotherapy and antidepressant therapy, as evidenced by a >60% reduction in his MADRS total score. He was discharged after 10 days of treatment, denied having suicidal ideations, and was motivated to follow the recommended outpatient care. The risk for suicide during hospitalization was also assessed using suicide risk assessment tools and psychological assessments, including projective tests. The patient underwent a follow-up examination with an outpatient psychiatrist on the 7th day after discharge, during which the suicide risk assessment tool was administered. The results indicated no acute suicide risk or worsening of depressive symptoms. On the 10th day after discharge, the patient took his own life by jumping out of the window of his flat. We believe that the patient had dissimulated his symptoms and possessed suicidal ideations, which were not detected despite repeated examinations specifically designed to assess suicidality and depression symptoms. We retrospectively analyzed his quantitative electroencephalography (QEEG) records to evaluate the change in prefrontal theta cordance as a potentially promising biomarker of suicidality, given the inconclusive results of studies published to date. An increase in prefrontal theta cordance value was found after the first week of antidepressant therapy and psychotherapy in contrast to the expected decrease due to the fading of depressive symptoms. As demonstrated by the provided case study, we hypothesized that prefrontal theta cordance may be an EEG indicator of a higher risk of non-responsive depression and suicidality despite therapeutic improvement.