Identifying statements related to suicidal behaviour in psychiatric electronic health records (EHRs) is an important step when modeling that behaviour, and when assessing suicide risk. We apply a deep neural network based classification model with a lightweight context encoder, to classify sentence level suicidal behaviour in EHRs. We show that incorporating information from sentences to left and right of the target sentence significantly improves classification accuracy. Our approach achieved the best performance when classifying suicidal behaviour in Autism Spectrum Disorder patient records. The results could have implications for suicidality research and clinical surveillance.