A cross-sectional study was conducted at the Diabetes Center of the Southern Region Armed Forces Hospital in Khamis Mushait, from March to June 2017. The study included a convenience sample of patients with Type 2 Diabetes Mellitus. Self-administered questionnaires were used, which consisted of personal information, diabetes-related information, and an Arabic version of the Patient Health Questionnaire (PHQ-9). The results showed that the prevalence of depression among the patients was 36.6%. Statistical analyses revealed that patients over the age of fifty were less likely to have depression compared to patients aged between 28 and 50 years. Patients with thyroid disorders and sensory neuropathy, those treated with insulin, and patients who were non-adherent to their treatment were at a twofold higher risk of developing depression compared to other patients. The study concluded that approximately one-third of patients with Type 2 Diabetes had depression, and that younger patients, those with thyroid or sensory nerve disorders, those treated with insulin, and those non-adherent to treatment were at a higher risk of depression. Screening for and appropriate treatment of depression are vital components of healthcare management for patients with diabetes.