Concerns of developing depression on the pill

I was just recently diagnosed with adhd and along with that came with signs of cognitive depression and anxiety. I just started taking the pill on the 6th of June, and the past few days I’ve been very easy to get emotional and quick to get sad and anxious. Anyone else acquire depression or have their depression worsen on birth control? If so, what are things you did to fix that? I really don’t want the anxiety of possible pregnancy(me and my boyfriend prefer sex without a condom) but I don’t know if I’m willing to risk depression and anxiety getting worse. Thoughts? Recommendations?