No studies have evaluated whether the frequently observed associations between depression and diabetes could reflect the presence of comorbid psychiatric conditions and their associations with diabetes. We therefore examined the associations between a wide range of pre-existing Diagnostic Statistical Manual, 4th edition (DSM-IV) mental disorders with self-reported diagnosis of diabetes. We performed a series of cross-sectional face-to-face household surveys of community-dwelling adults (n = 52,095) in 19 countries. The World Health Organization Composite International Diagnostic Interview retrospectively assessed lifetime prevalence and age at onset of 16 DSM-IV mental disorders. Diabetes was indicated by self-report of physician's diagnosis together with its timing. We analysed the associations between all mental disorders and diabetes, without and with comorbidity adjustment. We identified 2,580 cases of adult-onset diabetes mellitus (21 years +). Although all 16 DSM-IV disorders were associated with diabetes diagnosis in bivariate models, only depression (OR 1.3; 95% CI 1.1, 1.5), intermittent explosive disorder (OR 1.6; 95% CI 1.1, 2.1), binge eating disorder (OR 2.6; 95% CI 1.7, 4.0) and bulimia nervosa (OR 2.1; 95% CI 1.3, 3.4) remained after comorbidity adjustment. Depression and impulse control disorders (eating disorders in particular) were significantly associated with diabetes diagnosis after comorbidity adjustment. These findings support the focus on depression as having a role in diabetes onset, but suggest that this focus may be extended towards impulse control disorders. Acknowledging the comorbidity of mental disorders is important in determining the associations between mental disorders and subsequent diabetes.