OBJECTIVE: The purpose of this study was to investigate factors associated with depression in type 1 and type 2 diabetes and test whether these differ from factors associated with depression in the nondiabetic population. RESEARCH DESIGN AND METHODS: In an unselected population study comprising 60,869 individuals, potential sociodemographic, lifestyle, and clinical factors were investigated in participants with and without diabetes. The associations between hyperglycemia and depression in types 1 and 2 diabetes were also studied. The levels of depression were self-rated by using the Hospital Anxiety and Depression Scale. RESULTS: Several factors were correlated with depression in types 1 and 2 diabetes. However, these factors were not different from those of the nondiabetic population. Comorbid chronic somatic diseases were associated with depression in type 2 but not type 1 diabetes. In type 2 diabetes, those without comorbidity had the same odds of depression as the nondiabetic population with no chronic somatic diseases. No significant associations were found for hyperglycemia in relation to depression in type 1 and type 2 diabetes. CONCLUSIONS: Type 2 diabetes without other chronic somatic diseases did not increase the risk of depression. Factors associated with depression in type 1 and type 2 diabetes were shared with the nondiabetic population.