Aims: We examined: (a) the prevalence of comorbid elevated symptoms of anxiety/depression; (b) its demographic/clinical correlates; (c) associations with self-care behaviors, by diabetes type. Methods: Cross-sectional self-report data of 6590 adults with diabetes (42% type 1; 58% type 2) from the Australian and Dutch Diabetes MILES studies were used. Elevated symptoms of anxiety/depression were defined as GAD-7 ≥ 10/PHQ-9 ≥ 10. Results: In both diabetes types, comorbid elevated symptoms of anxiety/depression were present in 9% and symptoms of anxiety alone in 2%; symptoms of depression alone were present in 8% of adults with type 1 diabetes and 11% with type 2 diabetes. Shorter diabetes duration (type 1 only) was the only characteristic that distinguished those with comorbid elevated symptoms of anxiety/depression but not those with symptoms of anxiety/depression alone from the reference group (no/minimal symptoms of anxiety/depression). Those with comorbid elevated symptoms of anxiety/depression had increased odds of sub-optimal diabetes self-care behaviors compared with the reference group, with higher odds than those with symptoms of anxiety or depression alone. Conclusions: Comorbid elevated symptoms of anxiety/depression affected one in ten respondents, who also had increased odds of suboptimal diabetes self-care. Those with shorter type 1 diabetes duration may be at increased risk.