This study is dedicated to achieving better treatments for suicidal thoughts. Specifically, we are studying the effect of a medication called ketamine to quickly treat suicidal thoughts and depression. Patients will be asked to participate in a research study to study how the use of a medication, ketamine, decreases your suicidal thoughts and improves their symptoms of depression. Ketamine is approved by FDA for use at higher doses in anesthesia, and recent clinical research suggests that it might benefit patients with major depressive disorder and suicidal thoughts. During clinical trials with over 10,000 patients, ketamine was proved to be safe as an anesthetic and studies with hundreds of patients with depression have demonstrated safety and lack of lasting side effects. This is a pilot study to test a new use of ketamine: treatment of suicidal thoughts. The study medication will be given in addition to usual psychiatric care.