Unfortunately that is a limitation of Cinema’s DOF effect and also the built-in depth pass. There are a couple plugins that you can buy to avoid the problem (one is called zblur … can’t recall the other name). Or you can use a workaround to produce a depth pass that will allow you to do DOF in post:
“Place an Omni light at the camera position. Check Ambient Illumination and uncheck Diffuse and Specular. Turn off shadows and all other lights. Set the Falloff to Linear and the distance to the farthest thing away you want depth defined at 100% at. You can pull out the control handle on the light in the viewport interactively. Turn off all textures and render. To get depth maps where the foreground blurs just move the Omni Light to the center of focus and adjust the falloff. You can also play with Inverse Square and other falloffs to get more focused or different falloffs on the depth map. Whether they have any correlation to real lenses I am not sure..”