Introduction <p>Individual who have both diabetes and depression are at a higher risk of experiencing adverse health outcomes. However, the association between urine albumin levels and mortality in individuals with both diabetes and depression has not been examined.</p> Materials and methods <p>We estimate the prevalence of coexisting diabetes and depression within the National Health and Nutrition Examination Survey (NHANES) cohort. Subsequently, we examined the association between urinary protein levels and both all-cause and cardiovascular mortality in this population. Individuals were divided into three groups based on urinary protein concentrations: Quantile 1 to Quantile 3.</p> Results <p>The prevalence of coexisting diabetes and depression was found to be 1.91%, rising from 1.07% in 2005 to 2.11% in 2018. During a median follow-up period of 75 months, the all-cause mortality in Quantiles 1, 2, and 3 were 50 (11.26%), 60 (17.17%), and 106 (29.22%) cases, respectively (<i>p</i> &lt; 0.001). Cardiovascular mortality was also higher in Quantile 2 (6.30%) and Quantile 3 (7.54%) compared to Quantile 1 (1.66%). After adjusting for potential confounding factors, elevated urine albumin levels remained independently related to a higher risk of all-cause mortality (Quantile 3 vs. Quantile 1: HR = 3.04, 95% CI: 1.71 to 5.39) as well as cardiovascular mortality (Quantile 3 vs. Quantile 1: HR = 3.55, 95% CI: 1.44 to 8.76).</p> Conclusions <p>The prevalence of concurrent diabetes and depression has risen notably, and higher urine albumin levels are independently related to a high risk of both all-cause and cardiovascular mortality in individuals who have both conditions.</p>