We study the large deviations of current-type observables defined for Markov diffusion processes evolving in smooth bounded regions of $\mathbb{R}^d$ with reflections at the boundaries. We derive for these the correct boundary conditions that must be imposed on the spectral problem associated with the scaled cumulant generating function, which gives, by Legendre transform, the rate function characterizing the likelihood of current fluctuations. Two methods for obtaining the boundary conditions are presented, based on the diffusive limit of random walks and on the Feynman--Kac equation underlying the evolution of generating functions. Our results generalize recent works on density-type observables, and are illustrated for an $N$-particle single-file diffusion on a ring, which can be mapped to a reflected $N$-dimensional diffusion.