Every medication has different effects on parameters such as weight - for example, some women gain weight when they use the pill, while other lose it. In the same way, one anti-depressant may cause weight gain and another will cause weight loss. The problem is that you require the anti-depressant to control your depression, so you can't just stop the medication. You can, however, discuss your treatment with the dr and ask if you cannot change to another product which may not cause weight gain.
If you do have Cushing syndrome then the dr will have to treat you for it. Despite these factors that complicate your attempts to lose weight, I would still recommend that you try using a low-fat, high-fibre diet (click on 'Diet' and 'Weight loss' and 'Slimming Diet' for an example), and start doing regular exercise. This will not only help for the weight, but also help to combat the depression. Check with the dr if you are allowed to exercise and what type is recommended. If you can exercise, then try joining Walk for Life or a good gym.
I do hope you will soon feel much better.
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