Very weird indeed. When attempting to apply depth of field to my particles, distant particles come into focus sooner than close ones as I increase my focus distance - and no matter what I do I can't get near particles to come into focus unless I squash the aperture down to nothing.
did you really mean to say, "distant particles come into focus sooner than close ones as I increase my focus distance"? If so, that is exactly what is supposed to happen. Increasing the focus distance causes the camera to focus on a point in space farther away. If you wanted near particles to come into focus, decrease the focus distance. That way near particles will be sharp and far particles will be blurred.
Not sure if this answers your question, but let me know.