As someone on SSRI's as well, I think it's a bit of a mixed bag. I've definitely experienced CBT where my therapist and I worked to tear down some overly harsh views of myself (unrealistic).

The flipside is my struggle with weight.

I (ill-advisedly and not entirely purposefully) was off of my SSRIs for about a week while I was already mildly depressed about my weight gain.

I was much more depressed about it in that week, and I definitely feel like this was because I was forced to deal with the reality of the situation, whereas on my SSRIs I was more easily able to push it out of my mind. There are times when your depression is driven by tough reality (for me, that diet, exercise and un-ending hard work are needed for weight loss), and the only way to become happy in spite of this is either commit to the work or choose to ignore it.