Real grief from loss of a beloved pet is entirely normal. Allow yourself substantial time to deal with and get over this, particularly if you have had depression issues now or in the past,but it goes with being human rather than just with being depressed. How soon to get another dog--not as a replacement, which is impossible and too much to ask of another pet or person, but as a new pet relationship.
There are some web sites dealing specifically with this subject. Pardon me for not Googling and including some but you can do that.
One non-obvious suggestion: try Googling the phrase "rainbow bridge."
I once found myself in a conversation with a new lady vet and several other men, at a friend's small print shop, when the subject turned to pet loss and grief. Everyone there had a well-remembered expereince or two to share, and the new lady vet told us that they now talk about this in vet school at Texas A & M because, sooner or later, a lot of the vets' human clientele will face this issue, with our without having to have a beloved aged or injured pet put down when nothing else will relieve the pain, etc.
Mother, who never originally liked any of our dogs and accused me of choosing mine over her. got attached to my kid brother's daschund and had the most trouble of any of us when he got away and got killed while I was in college.
My wife and I both had the kind of families where the dog was sometimes or always the only one who really offered us real, unconditional acceptance and love, among other things that caused us both to require treatment for chronic clinical depression. It took my wife two years to get over the loss of the dog she had most of her life to her early twenties shortly before we married. It also took about a year or so to get over the Schnauser we got, a couple years after she had lost that one, after we married, and had for fourteen years, hwo could tell when she was about to have a problem before she, much less I, could. We both still miss him but now can talk about the good times with him, and our beloved earlier dogs, without getting upset, like with people we have lost. We recently lost our current Schnauser, who we had got when we thought that one might not live much longer and he lasted two more years, when we accidentlay let him get away, and she was again significantly depressed over this, and hospitalized between this and some other troubles, until, almost miraculously, we found him several weeks later.
My parents gave away my beloved chidhood dog when we moved and would wind up being on the road for most of a year at the end of my sixth grade year. I suspect the people he ended up with, who were not real solid, did not keep him. I thought I was long over the grief from losing him until, listeing to the radio one night, over thirty (30) years later, I heard a song about breaking up a home. That specifically did not trigger me but it did trigger the memory of losing Jiggs at the time we broke up our home, and I cried uncontrollably for days, probably the first time I had really gone through the grief process over him, and I was already regularly on antidepressants at that time though not at the time of his loss, etc., although I had already attempted suicide as a child for other reasons.
The advice not to try to use antidepressant medication to deal with grief (except maybe very briefly for the first eay or so) given by earlier contributors is very sound according to both psyciatrists and our own experience with losses both of pets and human members of our families of origin. There is a fundamental difference between grief and clinical depression despite some similarities. All any drug does is keep you from going through the normal grief process at that point in time and getting it done. Same goes double for alcohol, etc.
Particularly not surprised
Xanax would not help. The FDA and manufacturer's data on Xanax, available on line at this site and others, includes depression itself among its known, common side effects, and a specific warning that Xanax is "not recommended for treatment of depression," though it is sometimes sued for anxiety associated with it. I have a posting on this and some other sites seeking information about why I was put on Xanax and another drug at one critical point, while diagnosed with and only with chronic depression, which made me much more depressed and sick as a pup.
Children are the love of my life--something I really first discovered with the aid of my kid brother's daschund when taking him for walks and when a neighbor's dear little girl came to play with him, etc.,--, and very important in that of my wife, a school speech therapist forced to retire disabled, and, unlike abusers and molesters whose children we know, we were never blessed with any by birth or adoption. Since being forceed to retire, and at certain earlier times, I had volunteered working direclty with children, particulalry small children. Realizing that I was grieving the loss of our Schnauser a few eyars ago, and apparently not aware we ahd already got another one some time before he had died, more than one of the little children at the day care center when I was volunteering in the afternoons, some of whom had more than one, but at least one of whom had only one, spontaneously offered me dogs to ease my grief.
You are not alone!
Transaction7
losing my dog 
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