The causes of insomnia include anxiety and depression. Depression and anxiety are also major risk factors associated with suicide. Doctors are quick to prescribe sleeping pills to treat insomnia. The Mayo Clinic reports that Ambien and Lunesta are commonly prescribed sleep aides. Insomnia combined with depression can be treated with antidepressants such as Trazedone, which also acts as a sedative. All of these sleeping pills list increased risk of suicide as a side effect. Insomnia caused by situational anxiety is often treated with a benzodiazepine such as Valium or Xanax.