To most people, depression means feeling blue or down in the dumps. This is an almost universal experience for people with ADHD. At some point in their lives, they feel down due to the frustration and demoralization of trying to fit into a neurotypical world that makes little effort to understand or accept them. Often this is called secondary, or reactive, depression.
It must be emphasized, however, that “reactive depression” is a normal experience and not something that has gone wrong. It is an accurate perception of how hard and frustrating it is to have ADHD, especially if it is not being treated.