In 1749 a national reporting system for population statistics was introduced in Sweden.
I found some interesting documents from the Swedish Statistical Bureau, which includes cause of death.
In this PDF we can see an old "report" (the earliest one I could find) written on the population between 1811-1815. I'll translate some interesting bits (it's pretty old Swedish).
As an introduction it speaks of the former five years, and the war effect on the population. After that the statistics go on to be about 1811-1815.
"Between 1806-1810 23,027 Swedes died on a battlefield, but primarily from diseases brought on by these wars."
Breast fever, lung inflammation and something I can't translate seemed to have caused the largest amount of deaths throughout these years, of 41,404 people.
Age fragility took 38,728 people
Fevers of all kinds took 32,692
Phthisis/consumption took 31,323 people
Stroke/hit, quick death took 25,426 people
Diarrhea, dysentery took 18,343 people.
42,952 died from "unknown disease"
800 people drown and 380 kids are strangled by their mothers or nurses every year (!)
In these 5 years (1811-1815) 437 people took their own life (sjelfve afhändt sig lifvet). I guess that is the kind of statistic that you're looking for, but it's not global. Going through Sweden's suicide statistics way back like this though would take some time.
The Swedish Statistic Bureaus website doesn't seem to be loading the "cause of death" statistic for me (supposed to be able to see here, in Swedish). Not sure how far back that goes though.
Here you can find the reports in semi-old Swedish from the dates of 1811-1850.
Edit: I went on to look at 1816-1820, and it says that the amount of kids dying by strangulation of their mothers and nurses went down from 381 to 344 per year, and people who killed themselves (sjelfmördare) went up from ~87 a year to to ~122 a year (so approx 610 people).
If you want to see more details on how many kids were murdered, how many died from thunder, how many died from drinking too much etc, it's all in there so just ask for me to translate.
Edit 2: Quickly scanned through 1821-1825 too, this is addicting.. The suicide rate per year there was ~151, compared to the previous period with ~122 a year.
I'm definitely no expert, but I'd be surprised if there were reliable statistics for suicide that far back for a singal country, let alone globally.
Would you find more recent stats acceptable for your needs?
Suicide was even more stigmatised back in the day back than it is today so many actual suicides may not have been listed as such.
Or conversely some deaths which may have been accidental, or even murders, may have been thought to be suicides.
Basically if you just want statistics then nevermind me, but if you're trying to get insight on actual numbers of people falling into suicidal depressions its just worth taking any numbers with a pinch of salt.