The aim of this study is to investigate if the phase synchronization between Respiratory Sinus Arrhythmia (RSA) and respiratory movement in major depressive disorder (MDD) with or without suicidal ideation may be different to a control group during a resting mental state. Diagnoses of MDD were made by the Mini-International Neuropsychiatric Interview (MINI). The subscale (C-Module of MINI) with scores more than 9 of 38 were considered with suicidal ideation (SI). The interbeat intervals (RRI) and respiratory movement were extracted from 10 minutes ECG signals of control subjects (10 CONT), 10 MDD subjects with SI (MDDSI+) and 10 without (MDDSI-). Both RRI and respiration were resampled at 10 Hz and band passed filtered (0.10-0.4 Hz). Hilbert transform was applied to extract instantaneous phases of the RSA and respiration. Then time dependent phase coherence $(\lambda)$ between RSA and Respiration was obtained. HRV indices were also calculated. Higher breathing frequency and lower amplitude of RSA (ARSA), lower $\lambda$ values and HF power were found in the MDDSI+ group compared to the MDDSI- group (p < 0.05) and CONT group (p < 0.01). In this preliminary study we conclude that the resting mental state in MDD patients exerts an influence on RSA oscillations with respect to respiratory movements.