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Our knowledge about the connection between protein intake and diabetes-related complications comes largely from studies among those already diagnosed with type 2 diabetes (T2D). However, there is a lack of information on whether changing protein intake after diabetes diagnosis affects complications risk. We aimed to explore the association between protein intake (total, animal, and plant) and vascular complications in incident T2D patients considering pre-diagnosis intake and changes in intake after diagnosis. This prospective cohort study included 1064 participants from the European Prospective Investigation into Cancer and Nutrition (EPIC)-Potsdam cohort who developed T2D during follow-up (physician-verified). Dietary protein intake was measured with a food frequency questionnaire at baseline and follow-up. We included physician-reported incident diabetes complications (myocardial infarction, stroke, nephropathy, and neuropathy). A total of 388 participants developed complications, 82 macrovascular complications, and 343 microvascular complications. Substituting carbohydrates with protein showed a trend towards lower complications risk, although this association was not statistically significant (hazard ratio (HR) for 5% energy (E) substitution: 0.83; 95% confidence intervals (CI): 0.60–1.14). Increasing protein intake at the expense of carbohydrates after diabetes diagnosis was not associated with total and microvascular complications (HR for 5% E change substitution: 0.98; 95% CI: 0.89–1.08 and HR for 5% E change substitution: 1.02; 95% CI: 0.92–1.14, respectively). Replacing carbohydrates with protein did not elevate the risk of diabetes complications in incident T2D cases.