Background: Most of the emphases on treatment of Diabetes Mellitus (DM) have been on physical symptoms neglecting the psychological problems that also arise while one suffers Diabetes. Aim: To demonstrate the occurrence of depression and the associated risk factors in patients with type 2 diabetes mellitus (T2DM). Method: It was a cross-sectional study of consecutive DM subjects who came for their routine follow-up visit at the out-patient department of Enugu State University Teaching Hospital (ESUT), Nigeria. They were interviewed with clinical and sociodemographic questionnaire to obtain information about their age, gender and employment status, HbA1c levels, duration of illness (type 2 diabetes), age at diagnosis, comorbidity, complications of diabetes. Patient`s Health Questionnaire-9 (PHQ-9) was used to assess for the presence of depression among the participants. Data collected was analyzed to find the mean, standard deviation and establish associations using Chi-Square test, T-test. Result: About 16% of the participants were depressed, and majority of them (82%) were females. Most of those with complications (73.5%), and comorbid conditions (59.6%) were not depressed. Association of gender, presence of complications and comorbidities, age of onset of diabetes, time duration of diabetes, HbA1c level and employment status to the manifestation of depression were not statistically significant. Conclusion: It is likely that the actual risk factors for depression among the diabetics are internal factors like one’s genetic constitution and/or personality traits in this environment. Therefore, a more elaborate prospective studies considering the contribution of genetic and personality characteristics to development of depression in diabetics is recommended.