I actually
lost weight while on
Prozac. I became anorectic, in fact. My dose had to calibrated very carefully or I got into trouble.
I have gained weight on other drugs (many anti-seizure meds) but I just had to accept it. I kept huge weight gains at bay by lots and lots of walking. That's good for your depression as well. Plus it's cheap.
I have a big problem with doing "comfort eating" when I'm depressed. Now and then it's OK, but if it becomes a pattern I know I will blow up like a balloon. That said, sometimes you just have to be kind to yourself and if it means I'm happy and 10 pounds heavier, so be it. As long as my blood pressure and cholesterol are OK, I don't sweat it.