That feeling is probably the result of not getting enough sleep, and then waking up in the middle of deep sleep or REM sleep.
It may or may not having anything to do with depression, but lack of sleep can SERIOUSLY contribute to depression; it may account for most of it. Disorganization and lack of concentration, too.
If at all possible, try to get more sleep; really make an effort to go to bed on time for a week. By the end of the week you'll be feeling much better. If you are having trouble sleeping, there are drugs for that; I would see a doctor and get some. Depression also has very effective and safe meds for it, but I would bet that your biggest problem right now is sleep.