A wealth of information exists regarding the plight of patients suffering with diabetic peripheral neuropathic pain (DPNP). Although physical pain is certainly a primary challenge in the management of this condition, disorders associated with emotional pain-especially depression and anxiety-also greatly complicate the clinician's efforts to attain optimal outcomes for DPNP patients. This article reviews the high rate of comorbidity between DPNP and depression/anxiety with a focus on why this pattern of comorbidity exists and what can be done about it. To accomplish this, the many physiologic similarities between neuropathic pain and depression/anxiety are reviewed as a basis for better understanding how, and why, optimal treatment strategies use behavioral and pharmacologic modalities known to improve both physical pain and symptoms of depression and anxiety. We conclude by highlighting that screening, diagnosing, and optimally treating comorbid depression/anxiety not only improves quality of life, these but also positively impacts DPNP pain.