If you’ve ever suffered the symptoms of depression -- feeling sad, hopeless and generally disinterested in life -- you know that eating healthfully and exercising aren’t really high on your list of priorities. That's one reason why those with depression tend to put on more weight than happy people. If you're depressed, the best thing you can do for your mood -- and your figure -- is to get professional help. That means talking to a therapist and/or taking antidepressants. While paroxetine and tricyclic medications are more often linked to weight gain, fluoxetine and bupropion have been associated with weight loss in some studies. Regardless of the antidepressants you may (or may not) take, exercise is also key to keeping your spirits up and your weight down. In fact, research has found that regular aerobic activity can be just as effective as antidepressants in treating depression.