Knowledge of the epidemiology of suicide is a necessary prerequisite for developing prevention programs. The aim of this study was to analyze the risk of completed suicide among individuals with alcohol use disorders (AUD), and to assess the role of other psychiatric disorders in this association. A prospective cohort study was used, containing three updated sets of lifestyle covariates and 26 years follow-up of 18,146 individuals between 20 and 93 years of age from the Copenhagen City Heart Study in Denmark. The study population was linked to four different registers in order to detect: Completed suicide, AUD, Psychotic disorders, Anxiety disorders, Mood disorders, Personality disorders, Drug abuse, and Other psychiatric disorders. Individuals registered with AUD were at significantly increased risk of committing suicide, with a crude hazard ratio (HR) of 7.98 [Confidence interval (CI): 5.27-12.07] compared to individuals without AUD. Adjusting for all psychiatric disorders the risk fell to 3.23 (CI: 1.96-5.33). In the stratified sub-sample of individuals without psychiatric disorders, the risk of completed suicide was 9.69 (CI: 4.88-19.25) among individuals with AUD. The results indicate that individuals registered with AUD are at highly increased risk of completed suicide, and that registered co-morbid psychiatric disorders are neither sufficient nor necessary causes in this association.