We study the relationship between suicide rates and socioeconomic factors by using a panel data at Italian province level in the time span 1996-2005. Our analysis focuses on the impact of social norms on suicidal behaviours. In particular, beyond the usual social correlates of suicide rates, we propose an aggregate measure of social conformity which refers to the religious sphere as an area of conflict between individual and social behaviours. GMM and dynamic spatial panel data approach are implemented to control for serial and spatial autocorrelation. The results confirm the primary role of family, alcohol consumption and population density in explaining the suicide rates in Italy, while the economic variables, namely income per capita and economic growth, do not appear to have any effects.