As I mentioned in a previous post, depression can also cause the inability to sleep. Loss of sleep can then lead to increased fatigue.
Exercise is good for depression - but if you feel fatigued then you are less likely to exercise. This is another vicious circle - as lack of exercise will also make you feel more depressed. Lack of exercise may also negatively impact upon your sleep.
Lack of motivation, another symptom of depression, can also exacerbate feelings of fatigue.
The solution here is to break the circle wherever you can. This may be easier said than done. Try walking: it's low impact - not too strenous and gets you out in the fresh air. See if you can build up your distance. One of them new fangled step counters might be good. See my earlier post A journey of a thousand miles begins with a single step.