Objective Depression and neuropathy are frequent complications of type 2 diabetes. The current meta‐analysis aimed to estimate the association between depression and neuropathy in subjects with type 2 diabetes. Methods We systematically searched electronic databases for articles published up to February 2015, providing data on the association between depression and neuropathy in individuals with type 2 diabetes. No language restrictions were applied. The meta‐analysis generated random‐effect odds ratios with 95% confidence intervals (95% CI). Risk of publication bias and heterogeneity were estimated using the Egger test and I2 index, respectively. Leave‐one‐out analysis was performed. Data were analysed using stata. Results Thirteen studies were included in the meta‐analysis. Data on the association between depression and neuropathy were available for 3898 individuals with type 2 diabetes. Pooled analysis showed an association between depression and neuropathy, with an odds ratio of 2.01 (95% CI: 1.60–2.54; p < 0.001). There was no risk of publication bias (p = 0.064), and heterogeneity was moderate (I2 = 44.5%). Leave‐one‐out analysis confirmed consistency of the findings. The association appeared partly influenced by age, because studies selecting older people (sample mean age > 65 years) showed a slightly higher estimate for the association. Conclusions We found an association between depression and neuropathy among people with type 2 diabetes. Because of the cross‐sectional nature of included studies, the relationship between these two conditions might be bidirectional. Further research exploring factors that might moderate or mediate this association is needed. Targeted interventions for comorbid depression and neuropathy should be implemented in clinical practice. Copyright © 2016 John Wiley & Sons, Ltd.