Objectives This study investigates the relationships between soldiers’ social relations, stress, and depressive symptoms. We also investigated the effect of previous suicide-related behaviors on their correlations. Methods This study was conducted on a total of 1000 soldiers. Study subjects were tested using clinical scales including the Korean Mini-International Neuropsychiatric Interview, the Center for Epidemiological Studies for Depression Scale, the Worker’s Stress Response Inventory and the Lubbens Social Network Scale-6. Sociodemographic characteristics and history of suicide-related behaviors were also examined. In order to investigate the relationships between stress, depression, and social relations in groups with and without a history of suicide-related behavior, one-way correlation analysis was performed. Results Depressive symptoms and stress were positively correlated when sociodemographic factors are controlled, regardless of past history of suicide-related behaviors. Depressive symptoms and social relations showed a weak negative correlation. Furthermore, stress and social relations showed a weak negative correlation. When the stress response was additionally controlled, there was no significant correlation between depressive symptoms and social relations. There was a stronger correlation between the group with a history of suicide-related behavior and the group without suicide - related behavior. Conclusion There was a significant positive correlation between depressive symptoms and stress, and this correlation was greater in patients with a history of suicidal behavior than in those without prior suicidal behavior. In addition, social relations did not directly affect depressive symptoms but was found to mediate stress indirectly.