There are indeed some form of serious depression that are non-responsive to psychotherapy alone. Those are however not the norm. Dr. David D Burns, practising psychiatrist and author of the book Feeling Good: The New Mood Therapy has written a whole chapter in it on the appropriate use case and effectiveness of anti-depressants today. (If you are considering using anti-depressants, I urge everyone to get the latest revision of his book and read that chapter). He believes anti-depressant has its use during treatment but also shares studies that suggest modern psychotherapy, like Cognitive Therapy which he advocates, has now begun to surpass the effectiveness of anti-depressants in "curing" depression in the long-term.

A particular point he makes about depression in it is insightful: Although depression is conventionally viewed as a medical illness, research studies indicate that genetic influences appear to account for only about 16% of depression. For many individuals, life influences appear to be the most important causes.