Early detection of diabetic microvascular complications is of great significance for disease prognosis. This systematic review and meta-analysis aimed to investigate the correlation among diabetic microvascular complications which may indicate the importance of screening for other complications in the presence of one disorder. PubMed, Embase, and the Cochrane Library were searched and a total of 26 cross-sectional studies met our inclusion criteria. Diabetic retinopathy (DR) had a proven risk association with diabetic kidney disease (DKD) [odds ratio (OR): 4.64, 95% confidence interval (CI): 2.47-8.75, p < 0.01], while DKD also related to DR (OR: 2.37, 95% CI: 1.79-3.15, p < 0.01). In addition, DR was associated with diabetic neuropathy (DN) (OR: 2.22, 95% CI: 1.70-2.90, p < 0.01), and DN was related to DR (OR: 1.73, 95% CI: 1.19-2.51, p < 0.01). However, the risk correlation between DKD and DN was not definite. Therefore, regular screening for the other two microvascular complications in the case of one complication makes sense, especially for patients with DR. The secondary results presented some physical conditions and comorbidities which were correlated with these three complications and thus should be paid more attention.