I have been having some memory and cognitive issues with my depression as well. The worst one that is troubling me is my memory and my inability to focus or concentrate.

I am not currently taking any medications for depression but I have started to see a Psychiatrist in addition to my current therapist who might put me on something in the future. She has not diagnosed me yet, aside from recurrent severe depression and the possibility for Borderline Personality Disorder and Bipolar. I did not know you could have both. So honestly I am not an expert but it might just be a part of the territory with severe depression. I have had several bouts of depression off and on in the past and throughout life and this time in particular seems to include severe cognitive and concentration issues. I wonder why this is.