The psychological autopsy (PA) is a systematic method to understand the psychological and contextual circumstances preceding suicide. The method requires interviews with one or more proxy respondents (i.e., informants) of decedents. The methodological challenges that need to be addressed when determining the content of these research interviews for PA studies are described and recommendations are made for meeting these challenges in future PA investigations. Ways to improve the data collected about mental disorders and life events—domains that are assessed in almost all PA studies—are discussed at length. Other understudied content areas considered include the role of personality traits, medical illness and functional limitations, availability of lethal agents, medications, and select distal variables including child maltreatment and family history of mental disorders and suicide. The benefits and challenges to using common protocols across studies are also discussed.