To investigate the independent effect on depression of painless diabetic polyneuropathy, painful diabetic polyneuropathy, and general and diabetes-related comorbidities. In 181 patients, the presence of painless diabetic polyneuropathy, painful diabetic polyneuropathy, comorbidities and depression was assessed using the Michigan Neuropathy Screening Instrument Questionnaire, the Michigan Diabetic Neuropathy Score, nerve conduction studies, the Douleur Neuropathique en 4 Questions, the Charlson Comorbidity Index and the Beck Depression Inventory-II. In all, 46 patients met the criteria of confirmed painless diabetic polyneuropathy and 25 of painful diabetic polyneuropathy. Beck Depression Inventory-II scores indicative of mild–moderate–severe depression were reached in 36 patients (19.7%). In a multiple logistic regression analysis (including age, sex, body mass index, being unemployed, duration, haemoglobin A1c, insulin treatment, systolic blood pressure, nephropathy, retinopathy, Charlson Comorbidity Index and painful diabetic polyneuropathy), female sex (odds ratio: 5.9, p = 0.005) and painful diabetic polyneuropathy (odds ratio: 4.6, p = 0.038) were the only independent predictors of depression. Multiple regression analysis, including Douleur Neuropathique en 4 Questions and Michigan Diabetic Neuropathy Score instead of painful diabetic polyneuropathy, showed that Douleur Neuropathique en 4 Questions, in addition to female sex, was a significant predictor of depressive symptoms severity (p =0.005). Painful diabetic polyneuropathy is a greater determinant of depression than other diabetes-related complications and comorbidities. Painful symptoms enhance depression severity more than objective insensitivity.