Throughout the whole novel, Okonkwo struggles with the changes taking place in his tribe.  He is initially known as one of the strongest, most honorable tribesmen, but as the white man begins coming in and other tribal members begin to change as a result, particularly his own son, Okonkwo cannot handle the change.  He sees these other clansmen as weak, like he saw his father was weak.  The one thing Okonkwo fears the most is weakness.  By novel's end, Okonkwo has tried to remain strong against the tide of change, but he appears to be the only one.  When he kills the colonial official in the end, it is one last attempt to 'save' his tribe from the weakness and influence of the white man.  No one else backs his attempt however, so Okonkwo, in desperation, chooses the most dishonorable death possible, suicide, rather than allow himself to be handed over to the 'weak' white man.

Okonkwo commits suicide because he loses his place as a man in his culture, a place now filled by the Church and Christian values. From the beginning of the story, he worries about his manhood, seen in his rejection of his father who was womanly, having no titles, and perpetually indebted to his kinsmen. He commits murder out of frustration in defending his manhood, but his clansmen refuse to retaliate against the white man and defend his act of murder. His act of suicide is at once an act of defiance in asserting the traditional ways of his tribe but also an act of humiliation because those ways are no more: Christianity has superceded them. Ironically, his suicide can be seen as an act of weakness—the act of a coward, so that Christianity has stolen from him the manhood he strived so hard to establish throughout his life.

Okonkwo kills himself because he has no choice, really.  He has killed a colonial official with a machete.  His own people have been divided by loyalties to the colonial regime and their own religion and culture.  They could have risen up and defended Okonkwo's actions, but they do not.  To avoid the punishment that is sure to come, Okonkwo takes matters into his own hands and hangs himself from a tree.