Introduction: Prevention of suicide is a global public health challenge extending beyond mental health services. Linking routinely collected health and social care system data records for the same individual across different services and over time has enormous potential in suicide research. Most previous research linking suicide mortality data with routinely collected electronic health records involves only one or two domains of healthcare provision such as psychiatric inpatient care. This protocol paper describes the development of a population-based, routinely collected data linkage study: the Suicide Information Database Cymru (SID-Cymru). SID-Cymru aims to contribute to the information available on people who complete suicide. Methods and analysis: SID-Cymru will facilitate a series of electronic case-control studies based in the Secure Anonymised Information Linkage (SAIL) Databank. We have identified 2664 cases of suicide in Wales between 2003 and 2011 from routinely collected mortality data using International Classification of Diseases, Tenth Revision, codes X60-X84 (intentional self-harm) and Y10-Y34 (undetermined intent). Each case will be matched by age and sex to at least five controls. Records will be collated and linked from routinely collected health and social data in Wales for each individual. Conditional logistic regression will be applied to produce crude and confounder (including general practice, socioeconomic status) adjusted ORs. Ethics and dissemination: The SAIL Databank has the required ethical permissions in place to analyse anonymised data. Ethical approval has been granted by the Information Governance Review Panel (IGRP). Findings will be disseminated through peer-reviewed publications, consultations with stakeholders and national/international conference presentations. The improved understanding of the prior health, nature of previous contacts with services and wider social circumstances of those who complete suicide will assist in prevention policy, service organisation and delivery. SID-Cymru is funded through the National Institute for Social Care and Health Research, Welsh Government (RFS-12-25).