Background: Psychological distress, including stress and depressive symptoms, is common among people with diabetes and may negatively influence self-management and clinical outcomes in primary care settings. Objective: To assess and compare levels of perceived stress and depression among patients with type 1 diabetes mellitus (T1DM) and type 2 diabetes mellitus (T2DM). Methods: This cross-sectional study included 297 patients with diabetes recruited using convenience sampling from eight primary care centers in Prishtina, Kosovo, between March 2025 and August 2025. Perceived stress was measured using the Perceived Stress Scale (PSS), while depressive symptoms were assessed using the Patient Health Questionnaire-9 (PHQ-9). Demographic characteristics and selected clinical parameters, including waist circumference and systolic and diastolic blood pressure, were obtained from medical records. Categorical and continuous variables were analyzed using chi-square and Mann–Whitney U tests, with Cramér’s V measuring categorical effect size. Statistical significance was set at p < 0.05. Results: Patients with type 1 diabetes mellitus (T1DM) were significantly younger than patients with type 2 diabetes mellitus (T2DM). Exploratory item-level analysis of perceived stress did not demonstrate consistent differences between the groups; however, interpretation of stress-related findings should be approached cautiously due to the low internal consistency of the PSS in the present sample. Depressive symptom severity differed significantly between groups (p = 0.005, Cramér’s V = 0.224). Conclusion: Significant differences were observed in depressive symptom severity between patients with T1DM and T2DM, whereas interpretation of perceived stress findings remains limited. Although these findings support the importance of psychological assessment in diabetes care, they should be interpreted cautiously given the cross-sectional design and methodological limitations of the study. Healthcare professionals, including physicians and nurses, should routinely screen for depression in diabetes care and provide appropriate follow-up or referral based on symptom severity.