Re: I get depressed very easily when.....
If you're on a birth control pill, talk to your doctor. If it is progesterone only (no estrogen) a switch to a combo pill may help.
See if a calcium/magnesium (1000/400 mg.) combination might help. Also a B-stress vitamin complex can help with depression for some people. Check the RDA amounts on the side of the bottle, and get a brand that has more than 100% of rec. daily allowances. The "stress" ones tend to be higher.
I do know moms who take an antidepressant for a week prior to AF. That can be helpful too or instead. When you talk to your doctor, there are possibly physical factors contributing, so ask about that area as well. Hopefully this is soon behind you.