Without knowing what anti-depressant you are on, it's tough to know the side effects, but
Prescription Drug Information, Side Effects, Interactions - Drugs.com allows you to research the pill, and basically gives you a copy of the handout your pharmacist would have given you with the prescription - that includes all side effects.
Weight gain is a fairly common side effect of anti-depressants, but generally in combination with a person not watching portion sizes etc..
Read around the forum - particularly the stickied threads on
nutrition for some ideas of calorie counts for the day and for some exercise programs. and do talk to your doctor about what you're experiencing.