Diabetes mellitus is being increasingly recognized as a serious global health problem and is frequently associated with co-morbid depression. A cross sectional study was conducted among 178 adult type 2 diabetes mellitus patients attending Institute of Research and Rehabilitation in Diabetes, Endocrine and Metabolic Disorders (BIRDEM), Dhaka, Bangladesh to find out influence of socio-demographic characteristics for occurrence of depression among them. Data were collected through face-to-face interview. Depressive symptoms were measured using Centre for Epidemiological Studies Depression Scale. Proportion of depression was found 34.8% which included 20.2% with severe depression and 14.6% with mild to moderate depression. Both mild to moderate and severe depression were significantly more common in female, odds ratios were 2.72 (95% CI=1.13-6.53) and 5.94 (95% CI=2.49-14.20), respectively. Currently not married respondents were also suffered from higher depressive symptoms. For mild to moderate depression odds ratio was 4.38 (95% CI=1.46-13.18) and for severe depression odds ratio was 9.51 (95% CI=3.69-24.50). Among socio-demographic characteristics marital status was identified as the best predictor of depression, which was followed by education upto secondary level, female sex and primary education. Depression was identified as a significant health problem among adult type 2 diabetes mellitus patients. Its association with socio-demographic characteristics should be considered while planning therapeutic approaches for diabetic patients.