You should speak to your doctor. Not all antidepressants are the same and they work differently for different women. You can perhaps try another one to see if it makes a difference. Especially the more modern ones are designed to lessen the sexual side effects.
Talking about depression and sex, here is a fun fact: Semen contains hormones including testosterone, estrogen, prolactin, luteinizing hormone and prostaglandins, and some of these are absorbed through the walls of the vagina and are known to elevate mood for non-condom users.
"His team divided 293 female students into groups depending on how often their partners wore condoms, and assessed their happiness using the Beck Depression Inventory, a standard questionnaire for assessing mood. People who score over 17 are considered moderately depressed.
The team found that women whose partners never used condoms scored 8 on average, those who sometimes used them scored 10.5, those who usually used them scored 15 and those who always used them scored 11.3. Women who weren't having sex at all scored 13.5.
What's more, the longer the interval since they last had sex, the more depressed the women who never or sometimes used condoms got. But the time since the last sexual encounter made no difference to the mood of women who usually or always used condoms.
The team also found that depressive symptoms and suicide attempts were more common among women who used condoms regularly compared with those who didn't. The results will appear in the journal Archives of Sexual Behavior. "