The World Health Organization (WHO) highlights that approximately 150 million people worldwide have diabetes mellitus. This chapter reviews the pathophysiological alterations related to glucose intolerance in depressed patients and the beneficial effects of depression treatment upon glycaemic control. Antidepressant agents have been recognised to affect glucose concentration. Understanding the bidirectional relationship between depression and diabetes, including the sociocultural, biological and psychological pathways of influence, is ultimately critical to the treatment and prevention of diabetes. Education, functional impact of diabetes and financial stress may contribute the most to depression and anxiety in patients with diabetes early in their disease. Gender differences also exist, which may interact with socioeconomic factors. Psychological distress often can be reduced through the use of cognitive-behavioural therapy (CBT). Effective treatment of depression in patients with type 1 or type 2 diabetes may normalise neuroendocrine and immuno-inflammatory hyperactivation, facilitate adherence to diet and exercise, and improve glycaemic control.