Additional Study Information: This research study uses MRI scanning to compare the effect of buprenorphine and placebo on suicidal thoughts and brain activity in people who have depression. We hope to develop a better understanding of how buprenorphine helps depression and suicidal thoughts, compared with placebo. You may qualify if you have depression and suicidal thoughts and no history of opioid use disorder. Participation involves a detailed diagnostic set of interviews, brain imaging scan (MRI), and neuropsychological tasks. Eligible individuals will receive an investigational drug or placebo for the duration of the study (3 weeks). Participants who receive the placebo would have the option to receive buprenorphine after the completion of the study. Participation in the study involves a stay in the inpatient unit at the New York State Psychiatric Institute for at least three weeks. The compensation for this research study is $100.