In diabetes patients, depression is correlated with diabetes-specific emotional distress, and observational studies have suggested that diabetes distress may have a greater impact on diabetes outcomes than depression itself. To examine the relative effects of change in depressive symptoms and change in diabetes distress on change in glycemic control, we conducted a diabetes self-management education intervention in 234 type 2 diabetes (T2DM) patients, and measured glycemic control (HbA1c), depressive symptoms (CES-D), and diabetes distress (PAID) at baseline and 6 months. In multiple linear regression, change in depressive symptoms was not associated with change in HbA1c (P = 0.23). Change in diabetes distress was significantly associated with change in HbA1c (P < 0.01), such that a 10-point decrease in diabetes distress (which corresponds to the average change in distress in this study population) was associated with a 0.25% reduction in HbA1c. Change in diabetes distress, and not change in depressive symptoms, was associated with both short- and long-term change in glycemic control for patients with poorly controlled T2DM.