If you feel so exhausted that you don't have energy for everyday tasks -- even when you sleep or rest a lo it may be a sign that you're depressed. Depression and fatigue can feed off each other. According to one major study, people who are depressed are more than four times as likely to develop unexplained fatigue, and people who suffer from fatigue are nearly three times as likely to become depressed. Depression and fatigue together tend to make both conditions seem worse.