I think they might be more worried that you want it as a euphoriant.

However, it is sometimes used off-label for depression, so it's worth bringing up.

I don't have real statistics for this, but the impression I get is that official antidepressents tend to help a larger percentage of people (especially long-term) with depressive disorders but amphetamine tends to have fewer and milder adverse effects--despite the horrible reputation it has! So I wish more doctors would try stimulants first and then SSRIs and SNRIs when the stimulants don't work, instead of the other way around.

You may have more adverse effects from amphetamine if you take it sporadically, because of withdrawal effects. (Probably not as bad as SSRI withdrawal though!)

(Personally, I take sertraline fore MDD and dysthymia and Adderall for ADHD.)