The primary objective of this study was to examine the association between depression, anxiety symptoms, and glycemic control in Malaysian women with type 2 diabetes mellitus (T2DM). Another objective was to examine the association between glycemic control and mental status, measured by mental composite score (MCS). This study was conducted on 611 randomly sampled Malaysian women with T2DM who were treated as outpatients at medication therapy adherence clinics (MTAC). The Delusions-Symptoms-States Inventory: State of Anxiety and Depression (DSSI/SAD) and Center for Epidemiologic Studies Depression Scale 10 (CES-D 10) were used. Five most recent readings of hemoglobin A1c (HbA1c), fasting, and random glucose levels were recorded. Regression analysis was used to correlate glycemic control with depression, anxiety symptoms, and MCS, while considering potential confounders. For depression symptoms, an increase of one category was associated with a small average HbA1c increase of 0.10 % (95 % CI −0.38, 0.68), whereas for anxiety symptoms, there was a small decrease in average HbA1c of 0.44 % (95 % CI −1.17, 0.28); both were not significant. Very poorly controlled HbA1c was not significantly associated with symptoms of depression (OR 1.43, 95 % CI 0.45-4.55) or anxiety (OR 0.47, 95 % CI 0.15-1.49). MCS was found to have a strong inverse correlation with HbA1c. That is, women who reported poor MCS had a significantly higher, and therefore very poorly controlled, HbA1c (OR 1.70, 95 % CI 1.01-2.88). The presence of depression and anxiety symptoms was not significantly associated with glycemic control in women with T2DM, supporting the hypothesis that argues against the existence of a link between depression, anxiety, and glycemic control.