Depression and type 2 diabetes (T2D) appear to have a bidirectional relationship, with the two diseases possibly being linked through emotional and biological changes. This review paper aimed to discuss this bidirectional relationship and in particular the biological changes that may be involved. The authors started by stating that two biological systems may be influenced in depression and T2D, the hypothalamic-pituitary-adrenal axis (HPA), which is responsible for many systems in the body involved in the stress response and emotional and physical health. The second is the brain-gut-microbiome axis (BGM), which is related to the microorganisms in the gut and how they communicate with the brain. The immune system, sleep and blood sugar balance may be influenced by the HPA and BGM and are all dysregulated in both depression and T2D indicating a link between the two diseases. However causal relationships need further research. Dietary and lifestyle changes may be of benefit in these individuals. It was concluded that the disruption of shared biological systems in T2D and depression may be an important target for treatments, however further research is warranted. This study could be used by healthcare practitioners to understand the relationship between T2D and depression and the potential therapeutic areas to target. However, although research is optimistic, it is still in its infancy.