Depression and perceived ethnic discrimination (PED) are both implicated in type 2 diabetes mellitus (T2DM) risk in some migrant populations. The role of these factors remains understudied in sub-Saharan African migrants, who comprise a significant at-risk group for T2DM in Australia. To assess interactions between PED, depression scores and elevated blood glucose levels among sub-Sahara African immigrants in North-Eastern Australia. Face to face surveys were used to assess PED and depressive tendencies in a purposive sample of 170 adults (aged ≥18 year). Fasting blood glucose levels (FBGL) were measured at the time of interviews. Prevalence of elevated FBGL (≥6.1 mmol/L), PED and severe depression (SD) were: 17.6% (n = 30), 14.7% (n = 25) and 18.8% (n = 32), respectively. Prevalence of elevated FBGL, PED and SD were all higher in males than females. The highest prevalence of elevated BGL, PED and SD each occurred in the 40–50 year age group. Strong positive correlations of both high level PED and SD with elevated FBGL were observed. There was also a strong positive association between PED and SD. Depression score was found to mediate partially the strong association between PED and elevated FBGL (β-value for PED dropped from β = 0.452 to β = 0.246, p < 0.01 and the associated between FBGL and SD remained strong β = 0.554, p < 0.01). The strong association between elevated FBGL and PED seems to be moderated by SD, indicating that interventions to attenuate depression and PED may be a useful adjunct to diabetes prevention programs in this population. Interventions targeted to specific age groups may also be warranted.