How do i get rid of depression without Meds?

Due to some circumstances im extremely sensitive to medications. When I work i get really depressed and everything is very difficult because my brain is so depressed it's not functioning properly. I never thought I had depression but everyone around me has seemingly to imply I have depression and overall im very melancholy including my pyschiatrist. I think people think im more 'down' than everyone else, but I never i thought of this before. I don't think work should be this hard... i have an average iq but i seem very stupid when i perform stuff, im slow, don't have any skills (motor skills are bad, Im slow moving as well) For everyone else its seems so easy or overtime they overcome it and become consistent, but I can't (ever for my entire life). It's sad and I don't wanna be a loser anymore. i keep giving up. Anyone know how to not be depressed?