The purpose of this study is to examine the effects of combined intranasal esketamine with brief cognitive behavioral therapy for suicide prevention (BCBT-SP) for suicidal ideation (SI) in patients with treatment- resistant depression (TRD). The secondary aim is to identify the biological targets of treatment response using combined transcranial magnetic stimulation and electroencephalography (TMS-EEG). In this project we will recruit patients between the ages of 18 and 70, diagnosed with a major depressive episode with ongoing suicidal ideation present who have failed (or not shown signs of improvement) after at least one prior treatment. The null hypothesis is that there will be no difference in reductions in suicidality at 1-week post-treatment between the combined treatment group and the ketamine only treatment group. The alternative hypothesis is that the combined treatment will result in a greater reduction in suicidal ideation at 1-week post-treatment.