Does having Asperger's or autism mean you can't be suffering from depression as well? Absolutely not! Just because you've been diagnosed with an Autism Spectrum Disorder, that doesn't mean that you're not also dealing with other mental health issues, like depression, other mood disorders, or anxiety, as well.
As a therapist who specializes in working with individuals with Asperger's Syndrome and autism, I frequently talk with clients who think that because they have an Autistic Spectrum Disorder (ASD) they can't be suffering from any other psychological problem. And that's a problem, because the painful symptoms resulting from depression, other mood disorders, or anxiety can be treated. Both psychotherapy and medications can be effective.
I think some confusion arises from terminology. Children with ASDs are frequently treated with a range of different types of "therapy", from behavioral, to relational, to social skills therapies. All of these can be effective in dealing with the behaviors and symptoms of ASDs, but they are very different from "therapy" - meaning psychotherapy - aimed at dealing with various psychological issues. Certainly, there can be an overlap. For example, I often do some social skills "therapy" when working with depressed clients dealing with social isolation. But the difference is that psychotherapy typically deals with psychological issues, such as feelings of sadness or anxiety, whether or not the patient has an ASD in addition.
It's also confusing because so much of the information and research about autism and Asperger's is about children. But that doesn't mean that there aren't many adults with ASDs. And many of these adults have never been formally diagnosed. Some people may think that their feelings of sadness or anxiety are just a part of having the ASD. But that's not true. Many individuals with ASDs live happy and healthy lives.
There's little data about psychological issues and ASDs. Probably the most extensive research is from Mohammad Ghaziuddin. He's published a number of peer reviewed journal articles, as well as the book Mental Health Aspects of Autism and Asperger Syndrome. Although the data is scarce, it appears that the rates of depression, anxiety and other mental disorders disorders are actually higher in individuals dealing with ASDs.
So, what should you do if you suspect you've got an ASD and another psychological disorder as well? Get help. Find a trained professional, such as a doctor, a licensed therapist or psychologist to work with. It's best to focus on professionals who are familiar with ASDs and who enjoy working with individuals on the autism spectrum. With the appropriate help, you can be feeling much better.