Thanks for the responses so far.
I think that in my case I needed to make a differentiation between "depression" and "clinical depression" (in the sense of something that can be managed by some kind of serotonin-related drug).
I definitely was depressed, when I first saw my GP about it.
But, after many attempts to find different drugs which might be able to manage this effectively, a therapist chose to mention that it seemed that my depression was a function of my world-view being out of kilter with the rest of those around. That was the beginning of the "journey" (although I hate that expression!) which culminated in my aspergers diagnosis.
At the time, it was an "aaaaaaah" moment, and seemed like a real insight.
Plus a kind of relief, as it seemed to mean I could approach it a different way, and not rely on drugs, which I didn't want. Later, when depression recurred, I could suddenly see the disadvantages, as it meant I knew drugs wouldn't work, and I just had to get past it.
I'm happier with my ASD diagnosis, as it's something I can see a lot of positives in (as well as some negatives) but I do always wonder whether my MH would have been treated differently if the ASD had been known earlier. Or whether the GP should have investigated further, and I could have been diagnosed much earlier.
I suppose we never know what "could have" happened!