Depression is a very serious disease. Often it goes hand in hand with anxiety disorders. Unfortunately many suffer from this disease and because of the stigma attached keep it to themselves with sometimes fatal consequences.
If you have either taken a test or looked at the list of symptoms and even think that you may be suffering from either anxiety or depression, may I encourage you to first see your personal physician and explain your feelings. Following that, you most likely will be referred to a psychologist to discuss your thoughts and feelings. From that discussion, you may be prescribed medication like those that have been mention or some other. There are many. Today, depression can be treated with medication, therapy, and sometimes a change in lifestyle. It is nothing to fool around with if it is fairly consistent and not just being sad over a particular issue at hand. If you find yourself sad on a fairly regular basis, seek help immediately. It won't go away by itself and will only worsen.
If you care about those around you, get help for yourself so you can be there for them.