I've looked at various other StackOverflow answer's and they all are different to what my lecturer has written in his slides.
Depth First Search has a time complexity of O(b^m), where b is the maximum branching factor of the search tree and m is the maximum depth of the state space. Terrible if m is much larger than d, but if search tree is "bushy", may be much faster than Breadth First Search.
He goes on to say..
The space complexity is O(bm), i.e. space linear in length of action sequence! Need only store a single path from the root to the leaf node, along with remaining unexpanded sibling nodes for each node on path.
Another answer on StackOverflow states that it is O(n + m).