iklpixi,
It is often said that there is a link between diabetes and depression but I dont think its ever been proved. If not CBT may help but is nothing to do with your diabetes. Not intended offensivley but your user id may suggest your have a problem with your self-image. CBT is all about how to recognise inapproriate behaviour, and what to do about it (if you want to). ie treating diabetes as a challenge rather than a curse. I recommend a book called 'I'm OK-You're OK' by Thomas A. Harris.
The techniques in it are not unlike CBT. It did not completely cure me. I still suffer from chronic lack of self-esteem and shyness but it went a long way to my understanding why I felt the way I did and how to handle inapproriate feelings and have better relationships. Its full of anecdotes and feelgood advice and I found it just a good read! There is another book you may like to read along the same lines called 'Games People Play' by Eric Berne.
ps my gp did refer me to a psychotherapist but it only lasted two sessions, partly because I seemed to know as much about psychology as the therapist! I think she did not appreciate jokes like 'depression is all in the mind'!
Good luck.