It's pretty interesting that an idea that dominates popular consciousness so completely right now (depression is a chemical imbalance, take a pill) has such a flimsy basis.
That said, we have empirically observed that if you poke the brain in a certain area with a stick, it will help the depression of many people. We're even on our 3rd generation of sticks (MAOI -> tricycilics -> SSRIs etc.)
From the viewpoint of someone needing relief or the doctor who's trying to help, when e.g. its been found that cognitive-behavior therapy isn't enough (that's something to always try) or something needs to be done before it can be tried, why they work hardly matters given that we have enough experience with the side effects to know they seem to be a good trade-off for the therapeutic effect.
How long was it before we understood how aspirin works?
The only reason we believe otherwise is that for many years positive findings were cherry-picked for publication while negative ones were suppressed. It took a Freedom of Information Act request and years of litigation to get access to the full spectrum of studies, and when they were finally surveyed, the statistical impact was negligible. (Except, as mentioned, for the small portion of the patient base who meet the criteria for severe depression. I don't remember the number.)
Far be it from me to condemn anything that truly helps people, but there is a lot of spin on this topic. Profit motive plus cultural bias is a hell of a double whammy.
But better biochemistry doesn't necessarily produce better living/feeling.
Depressed emotional/behavior state < -- > biochemistry. [can spiral upward or downward together]
A psychologist/ licensed counselor / psychotherapist [ i.e., "talk therapy ] can be really important to help your cognitive processes, keep you on track with reality checks. "Meds" are not magic bullets, do not kick in immediately, and it may take several tries to find one that helps you. Meanwhile, if you don't have sufficiently supportive/sophisticated social network around you, it's important to pay for an experienced professional. Been there. Best of luck.