ADHD causing my depression?

I have recently started seeing a new psychiatrist. First thing he had me do was answer three questionnaires, one see if I ADD/ADHD, one to see if I had Bipolar, and one to see if I had depression and how severe it is. From these he determined that I do not have Bipolar, have severe depression, and that I have ADHD. The diagnosis of depression did not surprise one bit and being told I didn't have bipolar wasn't any great shock either. But when he told me that I had ADHD I not only was surprised but I had my doubts.  He has put me on Adderall to see what happens. Does it make me tired or does it wire me? It makes me tired. Anyway anyone who has known me longer than a couple of days, also has their doubts about this diagnosis. My counselor when she heard that I was diagnosed with this said she thinks he is the type of guy who likes to diagnose people. But when she heard I had been put on medication for it she was furious. Both my parents and all my friends also have their doubts. But my psychiatrist did say that adults who have ADHD frequently suffer from depression, anxiety, and insomnia. Which I do, but I don't know. ADHD? Me? It seems like they would've caught it earlier.