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A screening model for undiagnosed diabetes mellitus (DM) is important for early medical care. Insufficient research has been carried out developing a screening model for undiagnosed DM using machine learning techniques. Thus, the primary objective of this study was to develop a screening model for patients with undiagnosed DM using a deep neural network. We conducted a cross-sectional study using data from the Korean National Health and Nutrition Examination Survey (KNHANES) 2013–2016. A total of 11,456 participants were selected, excluding those with diagnosed DM, an age < 20 years, or missing data. KNHANES 2013–2015 was used as a training dataset and analyzed to develop a deep learning model (DLM) for undiagnosed DM. The DLM was evaluated with 4444 participants who were surveyed in the 2016 KNHANES. The DLM was constructed using seven non-invasive variables (NIV): age, waist circumference, body mass index, gender, smoking status, hypertension, and family history of diabetes. The model showed an appropriate performance (area under curve (AUC): 80.11) compared with existing previous screening models. The DLM developed in this study for patients with undiagnosed diabetes could contribute to early medical care.