Sexuality is an important aspect of who we humans are. It is important on a personal and emotional level and in our relationships and connections to our significant others. Depression quite often takes away one's ability to enjoy just about anything, including sex. Unfortunately, medications that treat depression all too often also squelch sex drive and the ability to orgasm. When depression improves and the desire to resume normal life activities comes back, the desire for sexual relations often does not. Most of the newer antidepressant medications work by focusing in on increasing the brain chemical serotonin and it appears that when this neurotransmitter is increased and there is too great of an imbalance between serotonin and another neurotransmitter, dopamine. That's when you get sex drive and orgasm problems.
Though an ideal option is switching to a medication that is as effective and has less side effects, often a particular anti-depressant's effect may be better than all others tried, however and the option to switch medications is not viable. Addition of a medication that may increase Dopamine may need to be considered in order to offset the imbalance and correct the problem. The following are options to consider:
Ginko biloba- natural option
Viagra- this option has been helpful for women as well, works best for anorgasmia rather than lack of libido
There are probably other options I am leaving out but this is a good start. Don't be shy to bring up any concern you may have with your doctor.