Nowadays, diabetes is prevalent, and it can leave severe psychotic effects and causes depression; thus, it is necessary to consider effective factors to fight against diabetic patients' mental conditions. It seems that the role of religion is significant, and by augmenting religious attitudes, diabetic patient's depression intensity can be decreased. The purpose of the present study is to examine the relationship between religious beliefs and depression of diabetic patients in diabetes clinic of Ali Asghar Hospital in Zahedan. This is a descriptive analytical and cross-sectional study. Out of total 350 diabetic patients, 70 were selected by easy sampling method. Data gathering tool was Bach's religious beliefs and depression standard questionnaires. K-2 statistical test and Pearson's correlation index have been used for data analysis. SPSS software version 16 was used to analyze the data. The results of the study showed that there was not any relationship among age, sex, education, illness duration and family member's history of depression and depression. Results of the study showed that stronger religious beliefs decrease the depression severity (P < 0.001). Therefore, it is necessary to strengthen patient's religious attitudes by proper plans to decrease depression, and some strategies are presented in the study for these plans.