With ADHD, I'd recommend the reverse. ADHD is one of the few things in psychiatry that in many cases can be diagnosed or ruled out very quickly, in big part because the effective medication - stimulants - are one of the very few psychiatric drugs that work instantly, and have obvious effect. People with ADHD have a different way of responding to those than people without, and therapeutic change is drastic enough to give useful information to a doctor over couple
days worth of therapy.
For that reason, I recommend not just talking with any psychiatrist, but specifically one who specializes in adult ADHD. This is because the "failure mode" of a person with ADHD going to someone who dismisses the possibility and "wants to rule out other things first" can be disastrous. It's highly likely that such a person will be treated for depression first.
In contrast to ADHD, it can take years to rule out depression. The process usually involves a combination of drugs and therapy. Therapy is basically dating - for it to work, you need to find a therapist that's a good match for you personally; determining patient-therapist fit usually requires at least couple sessions, so it may take you a year or more of switching therapists every other month before you find the one that can help you - and that's if someone even tells you that you're allowed and supposed to switch therapists if it's not working out with your current one, instead of trying to power through (or blaming yourself). And, to make it worse, the deal is similar with the drugs.
First-line pharmaceutical treatment for depression involves drugs that universally take at least a month to fully kick in and start showing any positive effect. There's couple families of drugs, couple variants in each, and you're supposed to rotate through them (and dosages) until you find one that has noticeable positive effects, and side effects you can deal with. Worst case scenario here is, again, years of wasted time (and money, and your will).
Maybe you'll get lucky and get the right drug the first time around. I sure did with the SSRIs I got prescribed back almost 20 years ago. But, if you (also) have ADHD, you're screwed anyway. Those drugs don't just take a month to kick in - they take a month to wear off. Things get better, you stop paying attention, get too distracted or anxious to renew your prescription, stop taking the medicine, and by the time you realize your mistake, you're back where you started except now also ashamed and reluctant to call your doctor.
I'm not saying to assume you have ADHD or dismiss other possibilities - just don't set yourself up for failure by going to the "default" doctor that is likely to follow the "default" procedure and treat you for the "default" condition that happens to be one of the hardest ones to diagnose and treat.