One key element is mystery. For example, in 'The Strange Case of Dr. Jekyll and Mr. Hyde', the relationship between the two characters is a mystery that keeps the reader in suspense. Another element is a sense of danger. In 'The Most Dangerous Game', the protagonist is being hunted, which creates a lot of suspense. And unexpected twists are also important. Like in 'The Gift of the Magi', the ending is an unexpected twist that adds to the suspenseful feel.
In a suspenseful short story, a cliffhanger or open - ended situation can be a key element. This leaves the reader wondering what will happen next. For instance, in some detective short stories where the case is not fully resolved at the end. Tension is another important aspect. This can be created through dialogue, like in a tense conversation between two characters who may be hiding something from each other. Also, the use of foreshadowing, such as in 'A Rose for Emily' where there are hints about the strange events that will unfold later.