im a dispensary technician and it all depends what anti depressants you are on, for example im on venlafaxine and its a fairly high dose (due to my normal depression as well) and they make you put on weight. i think it also comes down to if you lose weight easily anyway and if youre like me and unfortunate, you hold onto it! lol.
but like MissAngel said, if youre worried about it or are losing excessive amounts, id see your doctor