Historically, seasonal variations in suicide rates were thought to be associated with changes in weather. Most of this evidence however, is based on studies that were conducted in developed countries that are located outside the tropics. As such, it is necessary to examine this association in developing countries, such as Colombia, which do not experience marked seasons. In addition, it is important to adjust for the effect of holidays when analyzing this association as they have been reported to be a relevant confounding factor. Our objective was to estimate the association between daily suicide incidence among men and women in five major Colombian cities (Bogotá, Medellin, Cali, Barranquilla, and Bucaramanga) and daily temperature and rainfall. For this purpose, we conducted a multi-city, multi-temporal ecological study from 2005 to 2015, using data from the suicide mortality registries (provided by the National Administrative Department of Statistics). Daily measurements of the two weather variables were obtained from the official historical registry of the meteorological station at each city airport. We used these data to estimate conditional Poisson models for daily suicide counts, stratifying by sex and adjusting for holidays. Although we found that none of the weather variable estimators could reject the null hypothesis, we uncovered an association between suicide incidence and long weekends in the total suicide model (Incidence Rate Ratio (IRR): 1.19, 95% confidence interval (CI): 1.04–1.23). We found no evidence of association between weather variables and suicide in Colombia. Our study is based on daily observations and it provides evidence of absence of this association in a tropical country that does not experience marked seasons.