Luther had very little to say about suicide. This is from the Table Talk (AE 54, p29):

I don’t share the opinion that suicides are certainly to be damned. My reason is that they do not wish to kill themselves but are overcome by the power of the devil. They are like a man who is murdered in the woods by a robber. However, this ought not be taught to the common people, lest Satan be given an opportunity to cause slaughter, and I recommend that the popular custom be strictly adhered to according to which it [the suicide’s corpse] is not carried over the threshold, etc. Such persons do not die by free choice or by law, but our Lord God will dispatch them as he executes a person through a robber. Magistrates should treat them quite strictly, although it is not plain that their souls are damned. However, they are examples by which our Lord God wishes to show that the devil is powerful and also that we should be diligent in prayer. But for these examples, we would not fear God. Hence he must teach us in this way.