Aims To investigate how self-reported risk factors (including socioeconomic status) predict undiagnosed, prevalent type 2 diabetes mellitus (T2DM). To externally validate Leicester Risk Assessment Score (LRAS), Finnish Diabetes Risk Score (FINDRISC) and Danish Diabetes Risk Score (DDRS), and to investigate how these predict a European Heart SCORE ≥ 5% in a Danish population study. Methods We included 21,205 adults from the Danish General Suburban Population Study. We used relative importance calculations of self-reported variables in prediction of undiagnosed T2DM. We externally validated established prediction models reporting ROC-curves for undiagnosed T2DM, pre-diabetes and SCORE. Results More than 20% of people with T2DM were undiagnosed. The 7 most important self-rated predictors in sequential order were high BMI, antihypertensive-therapy, age, cardiovascular disease, waist-circumference, fitness compared to peers and family disposition for T2DM. The Area Under the Curve for prediction of undiagnosed T2DM was 77.1 for LRAS; 75.4 for DDRS and 67.9 for FINDRISC. AUCs for SCORE was 75.1 for LRAS; 62.3 for DDRS and 54.3 for FINDRISC. Conclusions BMI and self-reported cardiovascular disease are important risk factors for undiagnosed T2DM. LRAS performed better than DDRS and FINDRISC in prediction of undiagnosed T2DM and SCORE ≥ 5%. SCORE performed best in predicting pre-diabetes.