If even non- diabetes can have high blood sugar with depression, then naturally it is bad for diabetes too.
So , please don't allow depressions to haunt you.!
Take care. Please follow early to bed and early to rise and the first thing you should do early in the morning - Yoga, Pranayam, kumbhak , meditation to prevent depression . Please watch Dr Pramod tripathy's 30 days challenge episodes which cover this aspect .
Stay safe, stay Healthy