Discuss with your doctor. There could be underlying health issues that might be contributing to the depression. (Various vitamin deficiencies, hormone imbalances, various other endocrine issues or chemical imbalances)
Identifying any of these potential issues will guide you and your physician to selecting the medication that is a good fit for you. And even then you may go through a few different ones until you get the one that works best. Once you and your doctor settle on one, take it as instructed. Don’t let the prescription lapse.
Keep going to therapy as well. It’s good that you want to take care of yourself, but advice about medicine should come from your physician.