Depression Support Group
Depression is a real and debilitating condition that is often misunderstood by family and friends. Its meaning can range from a prolonged period of sadness to an actual mental illness with specific symptoms. Find and share experiences with others who are going through the same struggles.

They certainly CAN be. One CAN cause the other. Thing is ... there are many causes for either .. so without a doctor's input, you might not want to conclude one is causing the other. MAYBE .. maybe not.
Stress, thyroid problems, iron deficiency, iodine deficiency, etc can cause either .. or both, .. for example.
I suggest you mention the "fatigue' issue with your doc (assuming he already knows about the depression).
Keep in mind, as we get older, our body needs more 'rest' .. we simply are not as 'vigorous' as before.
The only thing I do about it now is drink caffeine, which is risky for me because it often brings on major anxiety. I am also planning on taking creatine, which also works as a stimulant for me. Playing video games is a natural stimulant, so I often play them on the weekends to get me going.
Let me know how things turn out for you, because I know exactly how you feel and am looking for the same solution.
Of course your fatigue may trigger depression since you don't feel as energetic, are not as productive or active, and then produce less dopamine or serotonin.
So its possible that you have fatigue for a specific reason and depression is a symptom or that you have depression and fatigue is a symptom.
I think its somewhat easier to rule out fatigue--B 12 deficiency, Iodine deficiency, thyroid problems, you had Mono once it will manifest throughout your lifetime often mostly as fatigue and aches and pains. If you exercise you probably take a multivitamin, but if not then I really advise you do so. Omega 3 Fish Oil Pills help with a multitude of issues.
Another comment, you may want to try Wellbutrin as an antidepressant. It actually has stimulant properties. Didn't help me a great deal in that capacity but it turned out I was ADD (ADHD?) and now I have a much stronger stimulant to help with focus and motivation.
Also, as a side note, even if you have developed coping skills to deal with ADD over the years and have had successful jobs it may still drain you far more than it should simply to get through everyday tasks and job duties.. Thus resulting in fatigue.
Obviously all of these issues are very complicated but just a few thoughts I had on this topic.
When I feel worthless, can't make decisions, can't sleep and feel sad - I get very exhausted just trying to get out of bed in the morning. I'm already worn out by trying to juggle all of those feelings at the same time, before I even start to face my day.
Google some sites on symptoms of depression and you will find that low energy levels are absolutely a symptom of depression.
Here is a good site to find out what the symptoms of depression are.
http://www.webmd.com/depression/guide/detecting-depression
Good luck.
They go hand in hand together.
If you feel your meds aren't helping to your satisfaction, you may want to speak to your doc? There's nothing wrong with naps if you can do it and if they help!