I was given it by the VA almost 15 years ago, after I was diagnosed with epilepsy. I didn't have any symptoms of depression, but the doctors insisted that 60% of all patients with my kind of epilepsy had depression, and so they said I should take it, and prescribed it along with my anti-convulsants.
Sertraline (Zoloft) made me unable to reach an orgasm. Other anti-depressants the VA tried with me prevented me from getting fully erect, I could only get semi-hard. I also became rather zombie-like, devoid of emotions. And yet I saw no positive effects from any of them. Not surprising, since I was never depressed to begin with.
I finally told my doctors I wasn't gonna take any of that crap anymore. I said I can't think of a better way to MAKE a man depressed than to make him sexually impotent.
Maybe these drugs serve a purpose for the seriously depressed. But otherwise, don't touch them. And question the diagnosis. My VA doctors prescribed them for me without any indication of actual depression, just on the knee-jerk basis of my being epileptic. Or that you're a gay man, struggling against a hostile straight world.
Get a second opinion, and challenge these guys to prove their case. A lot of depression can be cured with counseling, and solving the external causatives, without resorting to a bottle of pills.