I'm not an expert, but from what I heard, there's several types of depressions.
The psychological ones (lack of hobbies, feeling of failure, loss of someone,...) and there's the chemical one (something fucked up in your body's chemistry).
I'm pretty sure they aren't taken care of the same way.
My advice is to go see a doctor that knows his shit and is not only a "script writer".
Meds are not going to do much on a psychological depression and you need meds to heal the second.
All the best!