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This article explores the bidirectional relationship between type 2 diabetes mellitus (T2DM) and depression, focusing on their shared pathophysiological mechanisms, including immune-inflammatory responses, gut-brain axis dysregulation, metabolic abnormalities, and neuroendocrine modulation. Research indicates that T2DM contributes to anxiety and depression through chronic low-grade inflammation, insulin resistance, gut microbiota imbalance, and hyperactivation of the hypothalamic-pituitary-adrenal axis. Conversely, depression may increase the risk of T2DM via lifestyle disruption, immune activation, and neurotransmitter imbalance. Additionally, metabolic pathway disturbances - such as reduced adiponectin, impaired insulin signaling, and altered amino acid metabolism - may influence mood regulation and cognition. The article further examines emerging therapeutic strategies targeting these shared mechanisms, including anti-inflammatory treatments, gut microbiota modulation, hypothalamic-pituitary-adrenal axis interventions, metabolic therapies (e.g., glucagon-like peptide-1 receptor agonists and sodium-glucose cotransporter-2 inhibitors), and multidisciplinary integrative management. Emphasizing the multisystem nature of diabetes-depression comorbidity, this work highlights the importance of incorporating mental health strategies into diabetes care to optimize outcomes and enhance patient quality of life.