The answer yes and no. Antidepressants work by correcting a chemical imbalance. If your depression is caused by a chemical imbalance then medication will help in most cases. However they are not some magic cure all and I feel like a lot of drugs these days they are overprescribed.
First of all you need to realize unlike what the elders espouse that being depressed is not your fault. Therefore there is no reason to feel weak about being depressed or being treated for it. I know there is a lot of stigma in our society attached to things like depression or other mental health issues but there should not be. It can happen to anyone and the important thing is to take care of yourself and get help. I can't think of anything to be prouder of than taking care of yourself. You'd be proud if you took good care of your best friend right? So be proud to take care of yourself and that starts by having a positive attitude instead of labelling yourself weak.
Second look into mental health clinics in your area, some of them have programs that can help you get the treatment you need. It may be that they can't help you with the drugs but they might be able to get you some free counselling or other support services it never hurts to ask what is available.
Third something a doctor once told me when I stubbornly wasn't taking pain meds for a neck that was so sore I would cry when I turned it "Nothing will come of nothing" (A quote from King Lear). If you don't get treatment it's going to help either. However it may be that medication is not needed in your case I would advise you to as I said investigate mental health clinics or counselling services in your area. Are you in school? Many schools have free counselling available, some employers do as well as part of new employee health initiatives. The important thing is to talk to someone and find out what can be done to help you whether that be medication or something else.