Coons arrived at Walter Reed on the night of June 30 and was initially evaluated by the psychologist on duty, a third-year resident at the hospital.
After the brief examination, during which Coons denied having suicidal thoughts, the doctor assigned Coons to building 17 of the Mologne House, an outpatient hotel on the grounds of Walter Reed. Coons was given an appointment the next morning for follow-up treatment, but he didn't show.
His family thinks that should have raised a red flag.
"He had three doctors' appointments scheduled. He didn't make any of those three appointments, and no one came to check on him," Richard said, and by this time, the family was becoming increasingly concerned, and made repeated phone calls trying to track down information about the whereabouts of James.
But, the family said, no one at Walter Reed seemed willing to make the effort to check on him.
"I called and spoke with the chaplain and asked her," Carol said, "could you please do something? Call. Go over. Knock on his door. And she told me, 'Well, I'll, uh, I'll call you back.' And she never called me back."
It took four days of phone calls from his wife and parents before hotel staff opened the door to his room -- and by then, it was too late.
"Someone told the desk clerk, the family's been calling so much, maybe we really should go and check on this soldier," said Carol.
Early on the morning of July 4, 2003, a hotel clerk at the Mologne House unlocked the door to room 179 and discovered the gruesome truth. Master Sgt. James coons had commited suicide.
His family believes his death could have been avoided if the staff at Walter Reed had been more vigilant.
"They let him fall through the cracks," said Richard. Carol said, "He was a very strong soldier when he went over there. And whenever he came home, he was sick."
Officials at Walter Reed declined a request from ABC News to comment on the case.
An investigation by the Army cleared medical personnel of negligence related to Coons' death. But the report provided to the family does not address why there was no attempt to locate their son after he failed to show up for his appointments. "Where is the accountability?" asked Carol.
Congressman Michael McCaul, a Republican who represents the Coons' Texas district, calls the Army's conduct in the case "unforgivable" and "borderline criminal."
"I think it shows that we have a broken system," McCaul told ABC News, "a system that failed Master Sgt. Coons and his family, a system that resulted in his death. His death could have been avoided, it could have been prevented. All they had to do was keep him [as an] inpatient under observation."
The Coons say they are speaking out now because they fear other soldiers might end up in the same situation. "These soldiers give us their lives, their time, to protect everyone at home. And when they need to be helped, they should get it. They should truly get it," said Carol.
Though he was not originally listed as a casualty of war, Coons was finally added to the Defense Department's official list of casualties in April 2005 after a lengthy appeal by his widow, Robin.
The Army lists Coons' date of death as July 4, 2003, the day Coons' body was discovered at Walter Reed. But the family is fighting to have it changed to July 1, the day they believe he took his life. "He did not die July 4," said Carol. Richard added, "It's not a representation of when he died."
At the cemetery in Conroe, Texas, where he was laid to rest, the headstone reads: "James Curtis Coons. April 3, 1968 to July 1, 2003."