Neuropathic pain is defined as pain arising as a direct consequence of a lesion or a disease affecting the somatosensory system and it affects around 1 in 4 diabetic patients in the UK. The purpose of this genome-wide association study (GWAS) was to identify genetic contributors to this disorder. Cases of neuropathic pain were defined as diabetic patients with a multiple prescription history of at least one of five drugs specifically indicated for the treatment of neuropathic pain. Controls were diabetic individuals who were not prescribed any of these drugs, nor amitriptyline, carbamazepine, or nortriptyline. Overall, 961 diabetic neuropathic pain cases and 3260 diabetic controls in the Genetics of Diabetes Audit and Research Tayside (GoDARTS) cohort were identified. We found a cluster in the Chr1p35.1 (ZSCAN20-TLR12P) with a lowest P value of 2.74 × 10−7 at rs71647933 in females and a cluster in the Chr8p23.1, next to HMGB1P46 with a lowest P value of 8.02 × 10−7 at rs6986153 in males. Sex-specific narrow sense heritability was higher in males (30.0%) than in females (14.7%). This GWAS on diabetic neuropathic pain provides evidence for the sex-specific involvement of Chr1p35.1 (ZSCAN20-TLR12P) and Chr8p23.1 (HMGB1P46) with the disorder, indicating the need for further research.