Not only are suicides more likely to happen with military and veterans, but it is only recently that suicides in the military went from below general population, to higher than general population.

That suggests to me that the structure of the military would generally have significant effects of reducing depression, or maybe just the type of person joining the military is/was less likely to be depressed, but now it seems reasonable that maybe the nature of our military services today causes potentially more stable men and women to be more likely than ordinary to commit suicide.

http://www.nih.gov/news/health/mar2014/nimh-03.htm

"Although historically, the suicide death rates in the U.S. Army have been below the civilian rate, the suicide rate in the U.S. Army began climbing in the early 2000s, and by 2008, it exceeded the demographically matched civilian rate (20.2 suicide deaths per 100,000 vs. 19.2). Concerns about this increase led to a partnership between the Army and the NIMH to identify risks."