OBJECTIVE: To examine the association between mental health service (MHS) utilization and diabetes-hypertension (DM-HTN) comorbidity and to explore the roles of depression, health behaviors, and subgroup heterogeneity in this association. METHODS: Data were obtained from a community-based cross-sectional survey of 1,307 adults from 10 communities in Urumqi, China, conducted between July and August 2025. Directed Acyclic Graphs (DAGs) were used to identify confounders, and Propensity Score Matching (PSM) was applied to balance exposure groups. Multivariable logistic regression was used to estimate associations between MHS utilization and DM-HTN comorbidity. Interaction analyses and predicted probability analyses were conducted to assess heterogeneity across population subgroups. RESULTS: After PSM adjustment, MHS utilization was associated with lower odds of DM-HTN comorbidity (OR = 0.584, 95% CI: 0.360-0.915). Depression (OR = 1.730, 95% CI: 1.024-2.862), smoking (OR = 1.600, 95% CI: 1.177-2.171), and alcohol consumption (OR = 1.720, 95% CI: 1.253-2.350) were positively associated with comorbidity. Compared with no exercise, engaging in 0.5-<1 h (OR = 0.614, 95% CI: 0.379-0.984) and 1-<2 h (OR = 0.355, 95% CI: 0.177-0.671) of exercise per session was associated with lower odds of comorbidity. Interaction analysis identified a significant interaction between MHS utilization and depression status (OR = 0.587, 95% CI: 0.359-0.960), whereas interactions with age, sex, and income were not significant. Predicted probability analysis showed that the absolute reduction in DM-HTN comorbidity associated with MHS utilization was greater among individuals with depression (3.03%) than among those without depression (1.87%). CONCLUSION: MHS utilization was associated with a lower likelihood of DM-HTN comorbidity, particularly among individuals with depression. Depression, smoking, alcohol consumption, and insufficient physical activity were associated with increased comorbidity risk. Integrating mental health services with behavioral risk-factor management may contribute to more effective prevention and management of DM-HTN comorbidity.