The divisor theory of the complete graph $K_n$ is in many ways similar to that of a plane curve of degree $n$. We compute the splitting types of all divisors on the complete graph $K_n$. We see that the possible splitting types of divisors on $K_n$ exactly match the possible splitting types of line bundles on a smooth plane curve of degree $n$. This generalizes the earlier result of Cori and Le Borgne computing the ranks of all divisors on $K_n$, and the earlier work of Cools and Panizzut analyzing the possible ranks of divisors of fixed degree on $K_n$.