Objectives: Both diabetes mellitus (DM) and gynaecological and colorectal cancers are highly prevalent diseases. Furthermore, the presence of DM constitutes a risk factor and poor prognostic indicator for these types of cancer. This study is based on the European Health Interview Surveys in Spain (EHISS) of 2014 and 2020. It aimed to determine the trends in adherence to screening tests for gynaecological cancers (breast and cervical) and colorectal cancer, compare adherence levels between populations with and without diabetes, and identify predictors of adherence in the population with diabetes. Methods: An epidemiological case-control study based on the EHISS data of 2014 and 2020 was conducted. The characteristics of participants who underwent screening tests were analysed based on the presence or absence of DM, and predictors of adherence to these preventive activities were identified. Results: A total of 1852 participants with reported DM and 1852 controls without DM, adjusted for age and sex, were included. A higher adherence to mammography was observed in women without diabetes compared to those with diabetes, although statistical significance was not reached (72.9% vs. 68.6%, p = 0.068). Similarly, higher Pap smear adherence was observed in the population without diabetes in the age group between 60 and 69 years compared to the population with diabetes (54.0% vs. 45.8%, p = 0.016). Pap smear adherence among women with diabetes was significantly higher in the EHISS of 2020 (52.0% in 2014 vs. 61.0% in 2020, p = 0.010), as was the case for faecal occult blood testing (13.8% in 2014 vs. 33.8% in 2020, p < 0.001), but it was not significant for mammography (70.4% in 2014 vs. 66.8% in 2020, p = 0.301). Overall, the predictors of adherence to screening tests were older age, history of cancer and higher education level. Conclusions: Adherence levels to cancer screening tests were lower in the population with diabetes compared to those without diabetes, although an improvement in Pap smear and faecal occult blood test adherence was observed in 2020 compared to 2014. Understanding predictors is important to improve adherence rates in the population with diabetes.