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Background: The purpose of this study is to explore and categorize changes in depression, and investigate the relationship between suicidal ideations before and after the COVID-19 pandemic. Methods: In this study, data from the Korea Welfare Panel Study (KoWePS) was used and included 8692 adults, 19 years of age or older, who could estimate the change in depression from 2017 (12th) to 2021 (16th) for final analysis. Depression change was classified into two types, ‘low-level ascending’ type (<i>n</i> = 7809, 80.9%), and ‘increasing after reduction’ type (<i>n</i> = 883, 10.2%). The Firth Method was used to examine the relationship between depression change types and suicidal ideation. Results: The lower the equivalized annual income and the lower the educational level, and the likelihood of belonging to the ‘increasing after reduction’ type, compared to the ‘low-level ascending’ type, the greater the probability of having suicidal ideation. Conclusion: The significant impact of socioeconomic status (income and educational background) on suicidal ideation indicates the need to consider how epidemics affect inequality in society. This study is expected to provide a deeper understanding of depression, as well as to establish a foundation for long-term prevention of the rapid increase in suicide rates after COVID-19.