Suicidal behavior aggregates within families, yet the specific mechanisms of suicide-risk transmission are poorly understood. Despite some evidence that abnormal patterns of reward responsiveness might constitute one such potential mechanism, empirical evidence is lacking. The goal of this study was to examine neural responses to gains and losses in children of suicide attempters with no personal history of suicide attempt (SA) themselves. To objectively assess these neural responses, we used feedback negativity (FN), a psychophysiological marker of responsiveness to reward and loss. Participants were 66 parents and their 7–11-year-old children (22 with parental history of SA and 44 demographically and clinically matched children of parents with no SA history). Diagnostic interviews were used to gather information about psychiatric diagnoses, symptoms, and histories of suicidal thoughts and behaviors. Children also completed a guessing task, during which continuous electroencephalography (EEG) was recorded. The FN was scored as the mean amplitude, 275–375 ms, following gain or loss feedback at frontocentral sites (Fz and FCz). Children of suicide attempters exhibited significantly more negative ∆FN (i.e., FN to losses minus FN to gains) than children of parents with no SA history. We found that this difference in ∆FN was due specifically to children of parents with a history of SA exhibiting a stronger response to loss, and no group differences were observed for responses to gains. The results suggest that an increased neural response to loss might represent one of the potential pathways of the familial transmission of suicide risk.