I have been on AD medication on and off for two decades. Nothing else helped. Supplements are things that may help but there is no definitive proof of it .The Placebo effect comes into play so it is difficult to determine. See
https://www.webmd.com/vitamins/condition-1143/depression
Typical with none FDA approved drugs the words may or might are used liberally. I have never found supplements to work for any problem I had, especially my insomnia. I suffered bouts of depression after Vietnam, 9/11 and again when I turned 60 and moved into a large retirement community where I saw friends die that were younger than me. I was not handling old age and how it was affecting my mind and body well. Whatever the reason, my depression is caused by an imbalance of chemicals in my brain which my medication, Wellbutrin, takes care of so well that I cannot remember the last time I felt sad or depressed. My major symptoms were quick to anger, obsessive bad thoughts, worry, anxiety and chronic insomnia. No supplement was going to fix those things.
Try what you want, but beware that even supplements can have unwanted side effects. I made the mistake of just going to my family doctor and they are not really trained to deal with mental illnesses. They will prescribe their favorite AD and give you Xanax or other tranquilizer and keep switching drugs to see what works for you. I had resisted Psychiatrist due to the stigma in our generation, mistaken belief that I would lay on a couch talking about myself and the fact that I liaisoned with Government agencies that required clearances. Once retired I saw one and he made a big change in my life. Just a guy dressed in regular clothes in a small office with no couch. He asked me what my problems were and then switched some of my medications and made a big difference in my life.
My wife used to get on my case for needing drugs and would instead take over the counter stuff. Eventually as her health got much worse than mine, she realized the judicial use of medications worked better than the OTC drugs that were never submitted for FDA approval or subjected to stringent testing, did. Supplements have their place for some, but never helped me. In my way of thinking, if I know something works why not subject it to scientific testing and get it approved because it if truly worked, the cost of FDA testing would be dwarfed by the sales of this wonder supplement that is proven to work. Just my opinion.
Most AD drugs have unacceptable side effects which is why many stay away from them. Ask your doctor for Wellbutrin in its genetic form Bupropion. It is very inexpensive and referred to as the happy, horny and weight losing drug. Doctors shied away from it a long time ago when people were having seizures using it. It was then learned that it can cause a seizure at doses much higher than prescribed, but the damage was done and doctors moved on to the new SSRIs and other drugs pushed to them by pharmaceutical reps. Low dose Wellbutrin is used to help people stop smoking under the name of Zyban.
However it does not work for all, so you may have to try various AD drugs. The problem is that it takes 4-6 weeks for these drugs to take effect so you can spend a good part of a year trying various ones. Like I said, try the supplements in the article I linked to if you wish, but ask your doctor not strangers on the internet. Supplements can cause problems with existing medications and many rarely work at all.
Also keep in mind that there are several types of depression. As referred to in another post, chronic pain can cause you to feel depressed and once the pain is removed, so is the depression hopefully. However a lot of depression is caused by how you feel emotionally and removal of the cause of the emotions may not remove the emotions. Example is a divorce. Although divorced you may still have mental problems stemming from it for various reasons. Many here get depression due to realizing that old age is the final stage of life. Nothing is going to change that so the choices are either drugs or talk therapy which is another route you can take if you are adverse to taking prescription medications. It has a very high success rate, but I do not do well in it.