Background: Diabetic macular edema (DME) is a leading cause of visual loss in working-age adults. The purpose of this retrospective study was to perform an epidemiological analysis on DME patients treated with intravitreal drugs in a tertiary hospital. The clinical outcome, adverse drug reactions (ADRs), and intravitreal drug expenses were assessed. Methods: All DME patients treated with Ranibizumab, Aflibercept, Dexamethasone implant, and Fluocinolone Acetonide implant at the Sassari University Hospital, Italy, between January 2017 and June 2020 were included. Central macular thickness (CMT) and best corrected visual acuity (BCVA) were measured. ADRs and drug expenses were analyzed. Results: Two-hundred thirty-one DME patients (mean age: 65 years) received intravitreal agents. Mean CMT and BCVA were 380 μm and 0.5 LogMAR at baseline, 298 μm and 0.44 logMAR after one year (p = 0.04), and 295 μm and 0.4 logMAR at the end of the follow-up period. A total of 1501 intravitreal injections were given; no major ADRs were reported. Treatment cost was €915,000 (€261,429/year). Twenty non-responders to Ranibizumab or Aflibercept were switched to a Dexamethasone implant. In these patients, mean CMT and BCVA were 468 µm and 0.5 LogMar at the time of switching and 362 µm and 0.3 LogMar at the end of the follow-up (p = 0.00014 and p = 0.08, respectively). Conclusion: Results confirm that Ranibizumab, Aflibercept, and Dexamethasone implant are effective and safe in DME treatment. A switch to Dexamethasone implant for patients receiving Aflibercept or Ranibizumab with minimal/no clinical benefit should be considered.