Most adults with attention-deficit/hyperactivity disorder (ADHD) are not recognized and remain untreated, although a large fraction of these individuals are diagnosed and treated for other comorbid mental disorders, such as major depressive disorder (MDD). The fact that MDD is one of the most commonly occurring mental disorders with high comorbidity with adult ADHD raises the question whether such comorbidity is associated with differences in the clinical picture of ADHD. Three hundred and twenty adult ADHD outpatients were evaluated. Diagnoses followed DSM-IV criteria. Interviews to evaluate ADHD and oppositional defiant disorder (ODD) were performed based on the Portuguese version of K-SADS-E. Psychiatric comorbidities were investigated using SCID-IV and MINI. Regression models were applied to test MDD association with clinical and demographic outcomes. Subjects presenting ADHD and MDD had a higher frequency of generalized anxiety disorder and social phobia and a lower frequency of substance dependence, grade repetition and school suspensions, when compared to subjects with ADHD without MDD. Furthermore, adults presenting ADHD and MDD reported higher demand for psychotherapy and pharmacological treatment prior to enrollment in the study when compared to ADHD subjects free of MDD. However, contrary to what could be expected based on these data, the presence of MDD was not associated with an earlier ADHD diagnosis. These results point to the need for research and medical education into an earlier and more efficient ADHD diagnosis in patients who search for mental health care.