I found this article to be quite helpful on ADHD (also ADD) and depression. I actually was not diagnosed with ADD until I was in my late 30's- how this diagnosis was missed I do not fully understand other than we simply just don't know a lot about the brain. And quite frankly, there are debates over whether or not diagnosing / labeling the patient is important and some therapists I have seen do not agree that it is a good thing.
I guess I both hate and love the fact that we diagnose - hate it because it 'labels' us and there is so much about the brain we don't know - how can we really correctly understand how individuals specific brains malfunction and love it because it gives us a name / a start at treatment and a focus on how to get better.
Back to ADD / ADHD, it can be quite disabling if not caught early as when we can't focus it freaks us out! How can we accomplish anything? So with constant failure and inability to focus we fail / beat ourselves up more / people put us down and the cycle continues. It is easy to understand how this can lead to a cycle of depression.
I strongly suggest if you are in your late teens / early 20's and have attention / impulsive / addiction issues that you check out ADHD / ADD and see if it 'fits'. Talk to your doctors. Get help and learn ways that you can help yourself cope / get help.