Perhaps you should get a second opinion. But you should also try to get an explanation and justification of all the opinions you get. It is not enough for a doctor to say do or do not do something, you need to get them to explain the consequences of doing and of not doing it. Then you can make a reasoned decision. The doctor might value consequences differently than you do.
It might be that a compromise with a smaller dose would be appropriate.
You might also try additional ways of controlling your mood such as meditation, exercise, cognitive behavioural therapy, reading about Stoicism, etc.
And of course the thing that I often wonder about when I hear about people being depressed: is there something in your life that is genuinely depressing? If so perhaps that needs to change too.