The NHL has been alarmed lately by a couple of suicides by former players during the last off-season, and they are evaluating if concussions played a role.
But again, you need a control group of similar people. I know of (some personally) former baseball players who were very depressed after being told they couldn't play anymore.
Again, I suspect that concussions may play a role, but we don't have the data available. I am not saying it is false, but when I see a media driven event, I get suspicious.
Which ones committed suicide?