it’s all about the neurotransmitters. if you want to understand how your anti-depressants work, or what may be going on chemically in the brain, this is a simplified chart.

Basically, 

Clinical Depression is the decrease of Norepinephrine and Serotonin, so anti-depressants SSRI’s (zoloft, prozac and celexa for example) focus on inhibiting the reuptake of serotonin, so they basically increase the availability of serotonin in the synaptic gap. makes sense right? if chemically, depression is a decrease in serotonin, then drugs will want to increase it.