Diabetes mellitus has an estimated prevalence of 7% among Brazilian population. Around 20% to 30% of these patients have a depressive disorder. Depression can work as risk factor to the development of diabetes, can worse its symptoms and interfere with self-care. When not adequately treated, depressive disorder in these patients tends to have high rates of recurrence. Among the available treatments literature shows a benefit of psychotherapy, mainly cognitive or cognitive-behavioral, in ameliorating depressive symptoms, but without impact on glycaemic control. Tryciclic antidepressants, especially those with more noradrenergic profile, and monoamino oxidase inhibitors are associated with worsening of glycaemic control. Bupropion shows no action on glucose blood levels and there are evidences that serotonin selective reuptake inhibitors may improve the glycaemic levels and reduce the recurrence, being good choices to treat these patients. Electroconvulsive therapy is an interesting treatment to these patients, but monitoring of blood glucose is recommended. We did not find data about other antidepressants.