Diabetes is an important public health problem with increasing prevalence worldwide. However, the prevalence of diabetes in women is increasing. Women with diabetes have many physical and psychological complications. It has been reported that complications experienced by women with diabetes negatively affect both their sexual and mental health. This study aimed to determine the sexual quality of life (SQoL) and depression scores in women with type 1 diabetes (T1D) and type 2 diabetes (T2D), the relationship between them, and to examine the factors predicting the SQoL. This study was analytical and cross-sectional. This study was conducted with 440 women with diabetes (206 women with type 1 and 234 women with type 2 diabetes) who came to the endocrine policlinic of a university hospital in Izmir, western Türkiye, between April and October 2023. Data were collected using the "Individual Description Form," "Sexual Quality of Life Questionnaire" and "Beck Depression Inventory." Correlation and multiple regression analyses were conducted to investigate the relationship between SQoL and depression scores. When women with T1D and T2D were compared, it was determined that women with T2D had worse SQoL and higher depression scores (P < .05). Both T1D and T2D women were found to have a strong negative correlation between SQoL and depression scores (r = -0.753; -0.837; P < .05). Age (B = -0.291), body mass index (BMI; B = -2.747), type 2 diabetes (B = -3.074), and depression scores (B = -1.898) were predictive factors of SQoL in women with diabetes (R2 = 0.670; P < .05). In our study, it was determined that depression scores were increased in women with diabetes mellitus with decreased SQoL. When T1D and T2D were compared, T2D had worse SQoL and higher depression scores. It also revealed that age, BMI, T2D, and depression scores affected SQoL. Healthcare professionals especially nurses should provide education and counseling to women with T1D and T2D about sexual life and mental health.