Cholesterol plays a crucial role in the brain, which suggests that changes in its concentration levels may have an impact on the central nervous system. To examine the association between serum lipid levels and suicidal ideation according to sex, we performed a cross-sectional study using data from the Korea National Health and Nutrition Examination Survey 2014–2018. A total of 13,772 adults 19 years or older were analyzed. The ninth item of the Patient Health Questionnaire was used to evaluate the suicidal ideation of participants. After sorting by sex, a complex logistic regression was performed to measure the association between serum lipid indicators and suicidal ideation. The analysis adjusted for age, body mass index, smoking, heavy drinking, regular exercise, household income, education level, dyslipidemia medication, depression, and chronic diseases. Compared to the intermediated category, the lowest range of low-density lipoprotein cholesterol (LDL-C; <100 mg/dL) was associated with increased suicidal ideation in men (odds ratio [OR] = 1.97; 95% confidence interval [CI]: 1.30–3.01). The association between lipid levels and suicidal ideation was not clear in women. We found an association between lower LDL-C levels and an increased risk of suicidal ideation among Korean men aged 19 years or older.