My dad was having a really depressing time at work a while back before he retired, and he had good reasons for feeling depressed. He was very, very upset at the way he was being treated, and felt down all the time. He mentioned to his doctor how upset he was and they tried to give him some kind of anti-depressant. When I looked it up, I saw people reviewing the medication saying things like "I wish this monster had never gotten into my body", etc. Also one of the risks of the medication was suicide. My dad was not suicidal, just really sad at how he was being treated.
I told my dad that he was supposed to be depressed because he had a reason to be depressed! I convinced him he didn't need medicine. I asked him if he would feel better if the circumstances changed, and he said yes, so I told him his brain was normal then and he didn't want to screw it up with chemicals that could have the potential of permanently unbalancing his brain chemistry. I believe those medicines are for people who are depressed out of context, or get to the point where they are at risk of suicide and need something to keep them from doing it. When he was able to retire, his mood brightened up and he wasn't depressed anymore.
So, the first question to ask yourself, is this. Do you feel depressed for a particular reason or set of reasons, or do you just feel depressed even when there is every reason you should feel happy? If your circumstances changed, would you feel happy? If your circumstances are depressing, it is NORMAL to feel depressed. Just pray and keep your faith up that God will see you through the hard times and do everything in your power to try to improve the situation. Stay away from anti-depressants, only use them as a last resort if you feel you are a danger to yourself.