I’ve had problems with depression at various times through my life, about 18 months ago I recognised it as depression after reading a list of depression symptoms on the Beyond Blue site. I think that they have changed their site recently they now have an interactive checklist for depression on their web site  (or maybe I just missed the interactive part last time).
There is a strong correlation between Autism and depression, this is noted both in research and described on the web, Elspeth’s article on Bluehackers is a good description of this . Her experiences differ from mine in some ways, but it’s within the common range of experiences you see described on Autism forums etc.
Depression is getting more widely known, organisations such as Beyond Blue and Bluehackers are doing good work in spreading information to people who might be depressed and people who know them. The general advice is to see a psychologist, which is good advice for average people.
Alexithymia and Choice of Psychologists
One problem with such advice is that it doesn’t apply so well to people with alexithymia (read the Wikipedia page) , that means most people on the Autism Spectrum. The Wikipedia page says “psychosomatic illness or substance abuse is frequently exacerbated should these individuals enter psychotherapy”. Based on people I know and accounts I’ve read on the Internet I expect that anyone on the Autism Spectrum who sees a psychologist that doesn’t specialise in Autism (which means most psychologists) will get a result that’s about the opposite of what one might desire. In theory a psychologist could recognise someone as being possibly on the Autism Spectrum and refer them to an expert for assessment, but I haven’t heard of that happening to an adult.
I think that most people who have some degree of alexithymia will avoid psychologists, without ever seeing one you can just know that it’s going to be unpleasant. So while you wouldn’t want someone who has alexithymia to visit a random psychologist in practice that shouldn’t happen too often as such people will be more likely to reject any advice about seeing a psychologist.
My page of Autism self-diagnosis tests has a link to an Alexithymia test . If you get a high score on that test (or if taking the test seems too unpleasant) then it’s best to see a psychologist who specialises in Autism. Such psychologists are usually happy to work for people who don’t quite meet the Autism diagnostic criteria, but they may strongly recommend an Autism assessment so that they can determine the best strategies for treatment.
In terms of addressing such problems it seems that the best thing we can do is try and reduce the stigma associated with Autism. The vast majority of people on the Autism Spectrum have little in common with Rain Man. Many of the so-called Autism advocacy organisations make things worse by implying that everyone who is Autistic is unable to live an independent life which helps them in fundraising but doesn’t help us.