OK, first off remember that I'm no professional when it comes to medical illness so I'll have to majorly qualify my advice accordingly.
That said, I would ask what are your expectations of the Dr. why speak to them as opposed to anyone else?
Depression can be endogenuous, organic and a medical disorder but I suspect that you would have much less control and experience much more distress, very possibly you'd not consider yourself ill either, on the other hand it could be exogenous (I dont know if I'm spelling these terms correctly but I'm familiar with the concepts) or situational depression, which would be something which you could experience intermittantly, its much more commonplace and it would be suspiscious if in certain situations people dont experience it to be frank.
Endogenous depression would be caused by lesions on the brain or brain abnormalities or other disordered or abnormal hormonal or body chemistry, it can be symptomatic of something else, there was a lot of misdiagnosed depressive or bio-polar disease before diabetes was as well understood as what it is today but generally its not a consequence of environmental or situational triggers, either life space events or sensitivites to toxins or food stuffs.
Situational depression is caused by life space events, although some people are more susceptible than others, vulnerability can be a result of trauma, at any time, the over taxing of existing copeing strategies, the adoption of the wrong sorts of copeing strategies, such as avoiding or dodging problems which wont go away instead of properly identifying realistic solutions, or vulnerability which is organic/physical/medical such as injuries besides trauma, like abusing substances over a prolonged period of time.
Doctors are likely only going to tell you something like this and suggest pharmaceuticals which will counter any bio-chemical imbalances, they could prescribe rest or a period of sick leave from work or make a referral to some sort of therapist but that's it in all likelihood. Despite its history at a time medicine, even psychiatry, perhaps even particularly psychiatry, is very circumscribed when it comes to mental ill health, often if its inorganic and behavioural or emotional they dont want to know, its someone elses terrain.
Martin Seligman, who wrote about learned helplessness and learned optimism also wrote a book called What you can change, and what you cant, which is among one of the most objective assessments of mental health, medicine and therapy, to say that it is skeptical about the remedies which medicine and therapy can provide when what is being hoped for is in some way transformative would be putting it mildly. On the other hand he does suggest that with insight and foreknowledge, carefully considering triggers, patterns, consequences, some sort of realistic copeing could be worked out for the inevitable or at least expected tribulations.
On a different note, I've experienced this kind of thing, although I've experienced violence or challenges which could make it explicable sometimes (on one occasion a Dr. told me when I was experiencing chest pain I'd attributed to a flu or something that I'd experienced a number of assaults and perhaps just needed a vacation, he was willing to sign sick lines if that was what it took).
Anyway, I was convinced I was having a sort of good year, bad year cycle, at that time I read Bertrand Russell's Conquest of Happiness and it really helped, its not a self-help book, its not really therapy either, its not even really what I'd consider philosophy (unless in a sort of really practical, personal sense) but its a good book on the topic of happiness and misery, the most important thing I took away from it is actually in the title, happiness isnt a given, it can require struggle at times and effort. Medicine or therapy could help clear some obsticles or perhaps highlight what the obsticles are but it doesnt change that. At least not much.
