This study aims to analyze self-perceived health and lifestyles in the European Union Member States Iceland, Norway, and the United Kingdom, examining associations with diabetes prevalence; and to identify the demographic, economic and health variables associated with diabetes in this population. We performed a cross-sectional study of 312,172 people aged 15 years and over (150,656 men and 161,516 women), using data collected from the European Health Interview Survey (EHIS). The EHIS includes questions on the health status and health determinants of the adult population, as well as health care use and accessibility. To estimate the magnitudes of the associations with diabetes prevalence, we fitted multivariate logistic models. The EHIS data revealed a prevalence of diabetes in Europe of 6.5% (n = 17,029). Diabetes was associated with being physically inactive (OR 1.14; 95% CI 1.02–1.28), obese (OR 2.75; 95% CI 2.60–2.90), male (OR 1.46; 95% CI 1.40–1.53) and 65–74 years old (OR 3.47; 95% CI 3.09–3.89); and having long-standing health problems (OR 7.39; 95% CI, 6.85–7.97). These results were consistent in the bivariate and multivariate analyses, with an area under the receiver operating characteristic curve of 0.87 (95% CI 0.87–0.88). In a large European health survey, diabetes was clearly associated with a poorer perceived quality of life, physical inactivity, obesity, and other comorbidities, as well as non-modifiable factors such as older age and male sex.