Aims: To investigate levels and changes in diabetes distress over the course of the PRIORITY (Proteomic prediction and Renin angiotensin aldosterone system Inhibition prevention Of early diabetic nephRopathy In people with TYpe 2 diabetes and normoalbuminuria) randomised controlled trial of screening for diabetic kidney disease (DKD) risk among people with type 2 diabetes (T2D) at a specialist diabetes clinic in Denmark. Methods: Of 436 trial participants with T2D, 216 were invited to complete the 17-item diabetes distress scale at the time of screening (T1, n = 180), immediately after receiving the screening results at 6–8 weeks (T2, n = 169), and at 12 months follow up (T3, n = 107). Linear mixed models were used to explore changes in diabetes distress. Results: No significant changes in diabetes distress were observed between the time of screening, receiving results, and at 12 months. Changes in diabetes distress were not influenced by diabetes empowerment, sense of coherence, or perceived support for diabetes self-management. Conclusions: In contrast to previous studies demonstrating that screening programmes can have negative psychological consequences, our findings indicate that participating in this screening programme for DKD does not influence emotional burden or physician-related distress among people with T2D.