In this paper we present a dilated LSTM with attention mechanism for document-level classification of suicide notes, last statements and depressed notes. We achieve an accuracy of 87.34% compared to competitive baselines of 80.35% (Logistic Model Tree) and 82.27% (Bi-directional LSTM with Attention). Furthermore, we provide an analysis of both the grammatical and thematic content of suicide notes, last statements and depressed notes. We find that the use of personal pronouns, cognitive processes and references to loved ones are most important. Finally, we show through visualisations of attention weights that the Dilated LSTM with attention is able to identify the same distinguishing features across documents as the linguistic analysis.