The FDA has been evaluating reports of suicidal thoughts or actions in patients treated with a class of medicines called glucagon-like peptide-1 receptor agonists. FDA’s preliminary evaluation has not found evidence that use of these medicines causes suicidal thoughts or actions.

http://www.fda.gov/safety/medical-product-safety-information/certain-type-medicines-approved-type-2-diabetes-and-obesity-drug-safety-communication-update-fdas