+1 to this; I was diagnosed with depression first and a year later with adult ADHD (primarily inattentive). The depression treatments weren't all that helpful, but when I started getting treated for ADHD it was extremely obvious why I had become depressed in the first place.

Try a quiz; it's no diagnosis, but you could bring it up with your doctor if your result shows that you may have some form of ADHD. http://psychcentral.com/addquiz.htm