Computational pulse diagnosis is a convenient, non-invasive, and effective Diabetes Mellitus (DM) detection technique. Generally, diverse pulse features are extracted from different views to represent pulse signals and then used for achieving the pulse diagnosis. However, current pulse-based DM detection methods only used one pulse feature for detection, ignoring the fact that diverse pulse features can be combined together to boost the diagnosis performance. To this end, we propose a novel Multi-Feature Complementary Learning (MFCL) model for DM detection. By designing feature-specific projections, multiple features are separately projected into a shared observation space and effectively fused into one vector. Besides, a mapping function is built to correlate the fused vectors to category labels to make the fused vectors suitable for classification. Inspired by the graph Laplacian matrix, which effectively preserves the correlations among samples from different categories, we integrate it in MFCL and design a discriminative prior to make the fused vectors sufficiently discriminative. Finally, an optimization algorithm is proposed to alternatively optimize the projection variables and then generate fused feature vectors. The proposed method reaches an accuracy of 92.85% in DM detection, outperforming state-of-the-art methods.