You should consult with your doctor first before taking any over the counter supplements to rule out any potential risks that could occur.
Studies have found that omega-3 fatty acids derived from fish oils (not flaxseed) may be effective for treating depression. Taking a daily supplement may have other benefits to cardiovascular health and has few or no known side effects.
St. John's Wort is a plant-derived herbal remedy may be effective for treating particularly mild to moderate cases of depression.
S-Adenosyl Methionine is a natural compound all mammals manufacture that may alleviate the symptoms of depression. The natural compound could potentially result in the brain synthesizing and having available greater levels of the important neurotransmitters and that could reverse a depressed state.