Neuropathic pain is the most common chronic complication of diabetes mellitus. The mechanisms involved in the development of diabetic neuropathy include changes in the blood vessels that supply the peripheral nerves; metabolic disorders, such as the enhanced activation of the polyol pathway; myo-inositol depletion; and increased non-enzymatic glycation. Currently, much attention is focused on the changes in the interactions between the nervous system and the immune system that occur in parallel with glial cell activation; these interactions may also be responsible for the development of neuropathic pain accompanying diabetes. Animal models of diabetic peripheral neuropathy have been utilized to better understand the phenomenon of neuropathic pain in individuals with diabetes and to define therapeutic goals. The studies on the effects of antidepressants on diabetic neuropathic pain in streptozotocin (STZ)-induced type 1 diabetes have been conducted. In experimental models of diabetic neuropathy, the most effective antidepressants are tricyclic antidepressants, selective serotonin reuptake inhibitors, and serotonin norepinephrine reuptake inhibitors. Clinical studies of diabetic neuropathy indicate that the first line treatment should be tricyclic antidepressants, which are followed by anticonvulsants and then opioids. In this review, we will discuss the mechanisms of the development of diabetic neuropathy and the most common drugs used in experimental and clinical studies.