From the names of these two insects, you can already guess that they reside in various places. The bed bugs are usually found on the bed or in other places wherein there is enough cloth available. Dust mites can be found in the corners of your home or all those dusty places that you have never bothered to clean before. One difference between the two is that dust mites do not bite while bed bugs can leave some marks all over your skin.
What dust mites can do is give you allergies, which are also very uncomfortable, especially if you cannot take anti-allergy medications. These two can be found almost everywhere, and they are still a problem of people in different parts of the world.