There have been a multitude of observational findings supporting a co-evolution of the central BH and its host galaxy. This co-evolution is expected to be driven by a connection between the two growing mechanisms of active galactic nuclei (AGN; accretion onto the central super-massive black hole), and star formation. In an effort to find more direct evidence for a connection between the two mechanisms of AGN and star formation I investigate the star formation rates (SFRs) of galaxies hosting X-ray, optical, and radio AGN. For the analysis of these samples I have developed methods to calculate the mean and individual SFRs of distant AGN and improve on previous work by simultaneously taking into account redshift and mass when interpreting the results. I use infrared photometry from WISE, Spitzer and Herschel to decompose the infrared (IR) spectral en- ergy distributions (SEDs) into AGN and star formation components and undertake careful treatment of the upper limits in the SED analyses and average SFR calculations. Using these methods I have calculated the mean SFRs of ~2000 X-ray and ∼3000 optically selected AGN spanning the AGN luminosity range of 10^43