In 2020, esketamine received a supplemental indication as a therapy for major depression with suicidal ideation (MDSI), based on protocols enrolling hospitalized patients. Given the high risk of suicide following hospital discharge and the high relapse rates following discontinuation of esketamine, the optimal long-term treatment approach remains unclear. Cognitive behavioral therapy (CBT) is highly effective in relapse prevention and has been shown to prevent suicide attempts in high-risk populations. Here we describe the study protocol for the CBT-ENDURE trial: Cognitive Behavioral Therapy Following Esketamine for Major Depression and SUicidal Ideation for RElapse Prevention. Patients with depression (N = 100) who are admitted to hospital or are outpatients with clinically significant suicidal ideation will be enrolled in the study. All patients will receive esketamine (twice weekly for four weeks) and will be randomly assigned (1:1 ratio) to receive a 16-week course of CBT plus treatment as usual (CBT group) or treatment as usual only (TAU only group). Patients are followed for a total of 6 months. Supported under a funding announcement from NIMH to conduct safety and feasibility trials for patients at high risk for suicide, the primary outcome of the CBT-ENDURE study is feasibility (as measured by recruitment and retention), with a key secondary outcome being relapse among those who experience substantial benefit following two weeks of esketamine.