Instead of letting doctors/psychiatrists medicate you beyond repair, take a moment to do some soul searching.
1) What is bothering me right now? Is it my environment? Is it certain people I don't feel good about?
2) What can I do about those things/people? Are they even worth stressing about? Is it helping me in any way?
(You might want to write down your thoughts, for better clarity.)
If you can make changes, do them. If you need to quit your job, if you need to get rid of certain people, etc. to be happier, do it (..but have a plan B! e.g. be ready to get another job, have other people you can rely on, etc). As for what you cannot change, you might need to change how you react to those things. You may not have control over certain situations, but you CAN control how you react to them after a while.
Moreover, find some hobbies you can enjoy. Learn new skills (or practice old ones). Go take a breath of fresh air outside. Take a walk near a park. These will do you good as well, so that you won't have time to be depressed. Also watch what you're eating (junk food and sugary stuff can negatively impact your mood), and make sure you're getting enough sleep, at regular hours.