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The public health approach to suicide prevention recognises the importance of maintaining a whole-of-government policy focus. In many countries, this focus is achieved through the planning and implementation of a national suicide prevention strategy (NSPS). Evidence on the outcomes associated with NSPSs is, however, both scarce and inconsistent. In this Health Policy, we identify and review 26 studies that provide quantitative data on changes in the incidence of suicidal behaviour associated with the introduction of a NSPS. We found that reductions in suicide rates were observed in several countries, but there were also countries where there was no change or even an increase in the suicide rate. Moreover, multiple studies of the same NSPS and multiple iterations of a NSPS within the same country produced discrepant findings. Additionally, there are differences in research design and risk of bias between studies. We identified several methodological limitations (including threats to both internal and external validity) linked to the non-recognition of NSPS as a complex intervention. Finally, we propose a realist approach to evaluation as the keystone of a mixed-methods, multilevel research design for NSPS evaluation studies that does justice to the characteristics and complexity of the phenomenon under investigation.