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Abstract Aims To explore the relationship between TyG index, diabetic retinopathy (DR) and nephropathy. Methods This was a cross‐sectional observational study that examined 1413 subjects with type 2 diabetes (both known and newly diagnosed). Subjects underwent a detailed standard evaluation to detect diabetic retinopathy (fundus photography) and nephropathy (defined as urinary albumin excretion ≥ 30 mg/24 h). The TyG index was calculated as ln (fasting triglycerides (mg/dL) × fasting glucose (mg/dL)/2) and stratified into 4 quartiles (TyG‐Q). The baseline characteristics of the study population in the four TyG‐Q (Q1 (≤7.3) n = 349, Q2 (>7.3 to ≤ 7.5) n = 358, Q3 (>7.5 to ≤ 8.0) n = 354, and Q4 (>8.0) n = 352) were analysed. Variables associated with the presence of DR and nephropathy were assessed using a stepwise binary logistic regression analysis. Results The presence of DR was associated with higher TyG index (OR = 1.453, P =.001) and longer duration of diabetes (OR = 1.085, P < .001). The presence of nephropathy was associated with a higher TyG index (OR = 1.703, P < .001), greater age (OR = 1.031, P < .001), use of insulin (OR = 1.842, P = .033), higher systolic BP (OR = 1.015, P < .001), and the presence of DR (OR = 3.052, P < .001). Higher TyG‐Q correlated with the severity of DR (P = .024), presence of nephropathy (P = .001), age (P < .001) and diastolic blood pressure (P = .006). Conclusions A higher TyG index is associated with the presence of retinopathy and nephropathy in individuals with diabetes and could be used for monitoring metabolic status in clinical settings.