Understanding Depression - What treatments are available?

Antidepressants

Antidepressants work on chemical messengers in the brain to lift your mood. The usual recommendation is that you stay on them for six months. There can be some unpleasant side effects, which are worse to begin with.
Of the various different types available, SSRIs (selective serotonin reuptake inhibitors) are usually better tolerated.
When coming off anti-depressants, it is important to reduce the dose slowly over a period of weeks to avoid withdrawal symptoms.

Psychological treatments

Counselling can be short or long-term. It involves talking with someone who is trained to listen with empathy while you express your feelings and find your own solutions to your problems.

Cognitive Behaviour Therapy (CBT)

Identifies and helps change negative feelings affecting behaviour and may last up to 12 months.

Interpersonal Psychotherapy (IPT)

Focuses on relationships. Therapy often continues for six to 12 months.

Psychodynamic counselling/Physchotherapy

Psychodynamic counselling or psychotherapy focuses on how past experiences may be contributing to experiences and feelings in the present.
Psychotherapy is not usually available on the NHS. It is more frequent and intensive than counselling. For lists of qualified and regulated therapists, visit the British Association for Counselling and Psychotherapy at www.bacp.co.uk.

Source:  http://www.retailtrust.org.uk/services/retailhub/emotional-support/understanding-depression/available-treatments