Aims: This study aimed to examine the risk of T1D, major depressive disorder (MDD), attention-deficiency hyperactivity disorder (ADHD), and autism spectrum disorder (ASD), in first-degree relatives (FDRs) of patients with T1D. Methods: We enrolled 24,555 FDRs of individuals with T1D and 1:4 matched controls (N = 98,220) based on age and sex using data from the Taiwan National Health Insurance Research Database between 2001 and 2011. Poisson regression analyses were performed to estimate the risks of MDD, attention-deficiency hyperactivity disorder (ADHD), and autism spectrum disorder among the FDRs. Finally, we assessed the impact of DKA in the familial coaggregation. Results: After adjusting for demographic characteristics, FDRs of individuals with T1D had higher risk of T1D (reported as relative risk with 95% confidence interval: 46.07, 33.36–63.63) and MDD (1.17, 1.04–1.32) than controls. Stratified by sex, female FDRs had increased risk of MDD (1.30, 1.13–1.51), while male FDRs had increased risk of ADHD (1.21, 1.01–1.44). Stratified by kinship, parents of individuals with T1D had increased risk of MDD (1.24, 1.06–1.44); offspring of individuals with T1D had increased risk of ADHD (1.41, 1.11–1.79). Importantly, FDRs of individuals with T1D and DKA had higher risk of MDD (1.35, 1.11–1.64) and ADHD (1.40, 1.07–1.82) than controls; however, such risks were not observed in FDRs of individuals with T1D but without DKA. Conclusions: The individual risks of T1D, MDD, and ADHD were increased in families that included patients with T1D, and DKA might play a role in such coaggregation with MDD and ADHD. Future studies are warranted to investigate the underlying mechanisms.