depression is a very complicated thing. It could be a chemical issue in your brain, it could be situational, it could be a lot of things.
My advice is to do what you need to do to help yourself. Don't listen to people who have an agenda who are trying to tell you that "drugs are bad," or that they don't work, or that seeking therapy means you're weak or can't handle your problems, etc.
You know yourself and your beliefs. I hope you find the answer that works for you.