I have suffered with depression for about 6 or 7 years and I have just purchased a very interesting and informative book called
Help for Depresion and Anxiety by Dr Sandra Cabot.
Very interesting chapters on depression and hormones and brain chemistry. Well worth a read for anyone considering using some natural therapies to compliment their anti depressant medications. ( Dr Cabot does not tell you to go off your medication.) 116 pages of easy reading and available on the net. Page 102 is about adrenal gland exhaustion.
I would sincerely recommend you read this book even if you wouldn't consider using natural therapies as it has so much helpful information. I beleive knowledge helps us to make the right decisions with confidence. (something we depressed people often are lacking)