All anti-depressants did for me was cause me to sleep far too much, gain weight and some other more personal symptoms. I'm not a doctor, so I don't know if you are clinically depressed or not. As just a person listening to you, you sound more stressed and angst ridden than depressed, which can feel pretty horrible. Some people do well with anti-depressants. You'd have to speak to your health care team about it all to know for sure. I never realized how much anxiety gets mistaken for depression though, until I went through therapy to teach me how to put things in perspective. These days, I rarely feel "depressed". Usually I am afraid of something, when those feelings come on.
Sadness is normal during a marriage break up. Sadness is not depression. Everyone who is healthy feels sad during times of loss. One of the things a good therapist will do is to help you begin to identify your different emotions and to get proper perspective.
There are natural things such as specific herbs that can help, too. I always asked my doctor about them or brought in info for the doctor to get his opinion.