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Major depressive disorder (MDD) is the most prevalent psychiatric disorder. MDD patients are at substantially increased risk of dying by suicide. The molecular mechanisms associated with MDD and associated suicide are not clearly understood, which impedes the development of novel therapeutics. N6-methyladenosine (m6A) is the most prevalent epitranscriptomic mark on mRNA and plays significant roles in various physiological processes. This study investigated m6A RNA methylation and its potential contributions to MDD pathogenesis and associated suicide risk. High-throughput microarray analysis in the dorsolateral prefrontal cortex (dlPFC) of MDD subjects (n = 49) and non-psychiatric controls (n = 49) identified 1290 significantly hypermethylated and 6842 hypomethylated transcripts, with most m6A sites enriched in coding sequences. Chromosome-wide analysis showed hypermethylation hotspots on chromosomes 1 and 19. In-silico analysis identified enriched AAGA and ACCCA m6A motifs in the MDD group. Expression analysis revealed reduced FTO demethylase and increased METTL3 methyltransferase levels. A majority of M6A hypermethylated genes showed inverse correlation with their expression levels. Functional enrichment of hypermethylated genes highlighted disruptions in molecular pathways relevant to MDD. Comparison of MDD-non-suicide (n = 32) and MDD-suicide (n = 17) identified 6750 transcripts with significant hypermethylation, whereas 6159 transcripts had significant hypomethylation in the MDD-suicide group; of them, 196 hypermethylated genes were explicitly associated with suicide in the MDD group, whereas 38 hypermethylated genes appeared to elevate suicide risk in MDD patients. Also, the MDD-suicide group had distinct neuromolecular pathways associated with these risk genes. Collectively, the findings suggest a critical role for m6A methylation in modulating the molecular networks underlying MDD and suicide susceptibility.