Suicide is commonly found in patients with major depressive disorder (MDD), while the associations among depressive symptoms and their relationships with suicidal risk remain unclear. This study identified the symptoms associated with suicidal risk and the most central symptoms in the MDD networks based on both self-reported and clinical-interview scales. A total of 446 outpatients with MDD were recruited. The Mini International Neuropsychiatric Interview (MINI) was used to assess the suicidal risk. The 13-item Beck Depression Inventory (BDI-13) and 17-item Hamilton Depression Rating Scale (HAMD-17) were used to measure the depressive symptoms. Network analysis was used to estimate the network models. Ten symptoms in the BDI-13 network were related to suicidal risk, among which sadness had the strongest association. Among the six symptoms in the HAMD-17 network that were associated with suicidal risk, guilty feeling was the strongest. Sense of failure was the most central symptom in the BDI-13 network, while depressed mood had the highest centrality in the HAMD-17 network. The depressive symptoms related to suicide risk and the clinical features of MDD showed different characteristics based on different assessment types. Combining self-reported and clinician-rated assessments in future studies and clinical practice might lead to some new findings.