Background: Attention-deficit hyperactivity disorder (ADHD) and depressive disorders (DDs) often co-occur in children and adolescents, but evidence on the respective influence of these disorders on attention parameters is inconsistent. This study examines the influence of DDs on ADHD in a model-oriented approach that includes selectivity and intensity attention parameters. Methods: Ten- to fifteen-year-olds with ADHD (n = 63), DDs (n = 61), ADHD+DDs (n = 64), and healthy controls (n = 64) completed a battery of tests including five neuropsychological tasks (i.e., alertness, sustained attention, divided attention, go/no-go, and attentional set-shifting). Results: All clinical groups showed attentional problems, especially in more complex attentional tasks and in the intensity aspects of attention. We observed the most severe attentional impairments in children with ADHD that was independent from a comorbid DD. Conclusion: The clinical groups were significantly different from the healthy control group, especially in more complex attentional tasks and in the intensity aspects of attention. Some differences between ADHD, DDs and ADHD+DDs groups were detected on neuropsychological attentional performance, but the effects were not strong enough to differentiate the clinical groups from each other.