Inuit is the population with the highest incidence of suicide attempt and cancer in the world. Previous studies reported that people attempted suicide have a higher future risk for cancer. In view of these data, the largest available genome wide association studies (GWAS) for four major mental disorder groups were screened here for any common genes with all known cancer associated genes and oncogenes/tumor suppressor genes. A common genetic background came out only between suicide attempt and cancer (cancer associated genes analysis: RR = 1.64, p = 7.83 × 10−5; oncogenes/tumor suppressor genes analysis: RR = 2.55, p = 2.82 × 10−22), this supporting existing epidemiological data. Incidence/prevalence of both conditions was found to correlate with extreme cold geographical regions (adjusted R2 = 0.135, p = 3.00 × 10−4); this is not the case for other mental disorders. Our results show a possible genetic link between suicide attempt and cancer and a possible evolutionary connection of both diseases with extreme cold environments. These data are useful for future molecular studies or even for investigation of possible therapeutic protocols.