Cookie depression during pregnancy is very common and not something to be ashamed of.
Your hormones are doing all sorts of things, and you are trying to prepare for some huge changes emotionally, mentally and physically!
I spoke to gynae about my moods and ups and downs at around 20 weeks. I just felt too out of control, had a lot of stress at work, struggling to sleep etc etc. Doc gave me something called Primeve plus which is given to menopause and PMS women who struggle with the hormonal changes. It is minerals only and completely natural. I must say it made a huge difference for me and just helped balance the moods.
But I also have pre-existing thyroid linked depression symptoms. DH was also not keen of the idea of something like depression being officially diagnosed but I was in such a bad place that I needed something or be booked in somewhere. What I / doc did at the time was conceded to undergo other blood tests and elimate other conditions before saying yes to anti-depressants. Doc had found borderline low thyroid function - that culminated with major work stress no wonder I was feeling the way I was and have been on Eltroxin for about 18months.
I must say that now I can feel when my hormones are getting the better of me, and I am the first to tell DH, and when it gets bad I mention it to the gynae. I dont just put major mood changes down to hormones, I know better. Gynae has monitored my thyroid levels throughout and its good to have the support. I think if you really worry about possible depression, then make sure you communicate your concerns and have people onboard about how to best deal with it so that you dont have to suffer alone - make sure DH is with you when you discuss with doctor so that he can ask all the questions in the world and seek alternatives too if it'll make him feel better about it.
I am still scared of antidepressants and post-natal depression, but because of what I've been through I know that there's a possibility I'll have it and at least DH is aware too and we can deal with it together if the time comes.
Sorry for my looong story, hope it made sense. Good luck and keep us posted.