You said you are currently on anti-depression meds? It sounds like they need to be adjusted or changed. I was a Marketing Manager for a very popular SSRI and if you find the right one, at the right dose - it can really make a difference to many people.
Long Term Depression is usually a chemical imbalance in the brain. Just like any other illness it is a real condition that requires medication. If your depression is recent or situational, behavior modification may work. For me at least, no amount of positive thinking or behavior modification helps much. I need medication.
Now to answer your question from my GH experience. GH made me bloated,very achy,tired and more poor. For me it caused depression.
Masteron and Provirion really help my mood tho'.