Background: There is a well recognized association between depression and diabetes. However, there is little empirical data about the prevalence of depressive symptoms and anxiety among different groups of glucose metabolism in population based samples. The aim of this study was to determine whether the prevalence of increased levels of depression and anxiety is different between patients with type 2 diabetes and subjects with impaired glucose metabolism (IGM) and normal glucose metabolism (NGM). Methodology/Principal Findings: Cross-sectional data from a population-based cohort study of 2667 residents, 1261 men and 1406 women aged 40-65 years from the Hoorn region, the Netherlands. Depressive symptoms and anxiety were measured using the Centre for Epidemiologic Studies Depression Scale (CES-D, score ≥16) and the Hospital Anxiety and Depression Scale - Anxiety Subscale (HADS-A, score ≥8), respectively. Glucose metabolism status was determined by oral glucose tolerance test. In the total study population the prevalence of depressive symptoms and anxiety for the NGM, IGM and type 2 diabetes were 12.5, 12.2 and 21.0% (P = 0.004) and 15.0, 15.3 and 19.9% (p = 0.216), respectively. In men, the prevalence of depressive symptoms was 7.7, 9.5 and 19.6% (p<0.001), and in women 16.4, 15.8 and 22.6 (p = 0.318), for participants with NGM, IGM and type 2 diabetes, respectively. Anxiety was not associated with glucose metabolism when stratified for sex. Intergroup differences (NGM vs. IGM and IGM vs. type 2 diabetes) revealed that higher prevalences of depressive symptoms are mainly manifested in participants with type 2 diabetes, and not in participants with IGM. Conclusions: Depressive symptoms, but not anxiety are associated with glucose metabolism. This association is mainly determined by a higher prevalence of depressive symptoms in participants with type 2 diabetes and not in participants with IGM. © 2010 Bouwman et al.