The association between air pollution and suicide has recently been under examination, and the findings continue to be contradictory. In order to contribute evidence to this still unresolved question, the objective of the present study was to evaluate the association between air quality and daily suicides registered in Mexico City (MC) between 2000 and 2016. Air quality was measured based on exposure to particulate matter under 2.5 and 10 micrometers (µm) (PM2.5 and PM10, respectively), ozone (O3), nitrogen dioxide (NO2), and sulfur dioxide (SO2), adjusting for weather variables (air temperature and relative humidity), and holidays. To this end, an ecologic time series analysis was performed using a Poisson regression model conditioned by time and stratified by gender and age groups. Models were also generated to explore the lagged and accumulative effects of air pollutants, adjusted by weather variables. The effects of the pollutants were very close to the null value in the majority of the models, and no accumulative effects were identified. We believe these results, in this case, no evidence of a statistical association, contribute to the current debate about whether the association between air pollution and suicide reported in the scientific literature reflects an actual effect or an uncontrolled confounding effect.