INDIANAPOLIS -- The family of an Indianapolis soldier who died last week in Iraq said they knew he was depressed, but didn't know how to help.

Army Spc. Chancellor A. Keesling, 25, died Friday in Baghdad, according to a release from the Department of Defense.

His parents, Jannett and Gregg Keesling, said that after talking with military officials and the soldier who found their son, they believe he committed suicide.

They said they knew he was depressed and wasn't sleeping, but thought he was going to talk to someone.

"He told me that he was actually going to reach out to the chaplain, and I told him that was a very good idea," Jannett Keesling told 6News' Renee Jameson. "I told him the more you find someone to talk to, the better you feel."

To their knowledge, he never did talk to anyone. The Keeslings urge other military parents to stay involved and help

"I think it's figuring out some way we could have reached out to the chaplain there to say, 'Please go see my son," Gregg Keesling said.

"I thought it was going to be OK. So, if parents here are distressed, move mountains. Do whatever you have to do," Jannett Keesling said. "He tells you that he is aware that he is feeling so stressed, and that he really missed his family. And so you say, 'I understand, and you'll get through this.'"

Keesling, who was assigned to the 961st Engineer Company based in Sharonville, Ohio, was on his second tour of duty in Iraq. He was deployed on May 27.

The DOD said the circumstances surrounding his death are still under investigation.