Outcomes of type 2 diabetes (T2D) therapy are suboptimal because comorbid depression (CD) is frequently not recognized as a risk factor for T2D or not treated. Guided by the socio-ecological theory, this cross-sectional study used secondary data from the National Health and Nutrition Examination Survey to examine the relationship between socio-demographic factors, including race/ethnicity, income, and immigrant status, as independent risk factors and CD in adults with T2D. Statistical analyses were two-tailed and included bivariate and multivariate analyses using p < 0.05 significance level. In bivariate analyses, being male, obese, and unmarried; lacking health insurance; and having undiagnosed T2D and sedentary lifestyle were associated with higher mean CD scores (p<0.05); however, these associations were not significant after Bonferroni correction. After adjusting for known confounders, independent factors that significantly increased the odds of having CD were low total family income (OR, 8.86; 95% CI, 2.04-38.50), living below the federal poverty threshold (OR, 2.59; 95% CI, 1.34-4.99), and being non-Hispanic White (OR, 1.79, p=0.0403). Significant predictors for higher CD scores included being an immigrant (β=3.06; p=0.0461), non-Hispanic Black (β=6.30, p=0.0052) or Mexican American (β=3.00, p=0.0173). The present study supports that low income levels and being non-Hispanic White are independent risk factors for having CD, and being an immigrant predicts higher depression symptom scores in noninstitutionalized adults with T2D. The social change implications include increased attention to T2D population groups at high risk for CD via targeted secondary prevention interventions, which may reduce associated health disparities and cost to society.