Suicide prevention is a major challenge for penal institutions in many countries. The traditional approach relies on the expertise of health professionals and is supplemented by the intervention of other professionals and the inmates themselves. New methods of suicide prevention based on peer support have been developed in recent years. Peer prevention programs rely on the ability of inmates to identify suicide risk. Aims: This study examines perceived suicide risk among inmates and explores possible explanations. Method: 54 inmates and 17 professionals working in prisons responded to a questionnaire. Results: The peer prevention program was found to change inmates’ expectations of support in the event of a suicide crisis. The study also found that the inmates involved in the program tended to underestimate the risk of suicide. The perception of the prevention program and the level of self-consciousness were found to account for the underestimation of suicide risk. Conclusions: Support for inmates involved in suicide prevention programs must take into account their isolation in prison. The training provided to inmates must also consider the biases affecting the assessment of risk.