It sounds like your son is really struggling. How long has he been talking about his life this way? As far as you can tell, is this talk related to his experiences over the past couple of months. As you may or may not know, children with ADHD are three times more likely to develop depression than children without ADHD. Experts suggest that children with ADHD are more likely to develop depression because of interpersonal difficulties.

I can't diagnose your son without completing a thorough assessment, but at the minimum, it sounds like he is suffering from some significant sadness that MUST be taken seriously. Whenever a child or adult expresses a wish to be dead, you must take heed.

You should also immediately set a meeting with your pediatrician or doctor prescribing his current medication. Bring them up to speed on his current set of symptoms. I think that you have done the right thing by setting your son up with some counseling at school. I would encourage you to touch base with the school social worker and ask him or her what their recommendations are for next steps? What is their assessment of your son's suicidal ideation (thinking about suicide)? The school social worker will not be able to provide specifics about what is discussed in counseling sessions (confidentiality), but they should be able to give you suggestions for measures you can take at home.

For more information on depression, take a look at the following article:
http://www.education.com/reference/article/Ref_Depression_4/

Take care and do keep us informed.