Your doctor will want to give you a physical exam to rule out other health problems that may be causing or mimicking depression. If your first depressive episode occurs after age 40, it's especially important to have a very thorough medical exam.
Your physical exam should include a neurological exam. Depending on the results, your healthcare provider may order additional tests to help confirm the diagnosis and rule out other causes for your symptoms.
Laboratory tests can also help pinpoint the causes of depression. Your healthcare provider may order blood and urine tests to make sure you do not have another illness. If you've had unprotected sex, multiple sexual partners, or used intravenous, or IV, drugs, your doctor may also recommend an AIDS test.