The aim of this article is to review the association between diabetes mellitus, cognitive decline and dementia, including the effects of cognitive decline and dementia on self management of diabetes. This is a literature review of primary research articles. A number of contemporary research articles that met the inclusion criteria were selected for this review paper. These articles were selected using a number of search strategies and electronic databases, such as EBSCOhost Research and SwetsWise databases. The duration of diabetes, glycated haemoglobin levels and glycaemic fluctuations were associated with cognitive decline and dementia. Similarly, hypoglycaemia was significantly related to increased risk of developing cognitive decline and dementia. Furthermore, cognitive decline and dementia were associated with poorer diabetes management. There is evidence of the association between diabetes, cognitive decline and dementia including the shared pathogenesis between diabetes and Alzheimer’s disease. In addition, the self management of diabetes is affected by dementia and cognitive decline. It could be suggested that the association between diabetes and dementia is bidirectional with the potential to proceed to a vicious cycle. Further studies are needed in order to fully establish the relationship between diabetes, cognitive decline and dementia. Patients who have diabetes and dementia could benefit from structured education strategies, which should involve empowerment programmes and lifestyle changes. The detection of cognitive decline should highlight the need for education strategies.