Actually there is a strong association between diabetes and depression and it isn't clear at all whether people with diabetes have " reactive" depression - that is, we get depression because struggling with diabetes is just plain downright upsetting sometimes, or because depression is actually PART OF the diabetes, that is, there is something wrong with insulin receptors which affects our mood and that is the physiological (not psychological) cause of our depression. So, whatever, or whichever, your endocrinologist and your diabetes nurse is no doubt aware of your propensity for depression so you should not be embarrassed to tell him/her and ask for some treatment - whatever is necessary. I would recommend your GP, but not all GPs are well aware of this stuff. In fact, depression could be simply seen as a complication of diabetes. In my case, I do find that exercise helps. Just regular walking. The occasional ten-minute burst on the exercise bike, ten to twenty minutes with weights at home. It all helps. The theory is that diabetes complications, including depression are associated with inflammation. Exercise helps to reduce inflammation so more or less helps everything. Of course,a good chat and a bit of company puts you in a better mood and makes you more likely to look after yourself, eat properly exercise etc. but if you are quarreling with your wife, maybe a quick run might help?
Incidentally, I've been diabetic since the age of 5 too. And I never got any diabetes education because by the time I was adult, the medics seemed to assume (wrongly) that I must know all that stuff. Have you had the DAFNE course or whatever it is round your way?
And I finally got a pump. And while it has been a bit of a stressor to learn how to use it, it is much better than constantly trying and failing like before. That can't be helping your mood if that's what's happening to you.