ALB and Stroke: In our current model, low education levels, physical inactivity, stroke, lower serum albumin levels, CKD Stages 3–4, macroalbuminuria, and a poor QOL were identified as the risk factors that were significantly associated with depression in DKD patients, while factors notably associated with anxiety were high education level, physical inactivity, neuropathy, retinopathy, lower hemoglobin levels, CKD stages 3–4, and a poor QOL.