To have depression be of a clinical nature where medication is necessary is pretty clear however. Look for the following symptoms. Are you getting too much, too little, fitful, or a significant amount of nightmares. Either too much or too little. People often confuse being sad or melancholy with depression.
Depression lasts for weeks or months and sadness can be just a few days.
This is how you try and determine if clinical depression is going on and whether medication is needed. However, depression that is not of a clinical nature is also a significant problem and a symptom that something is going wrong. It is deserving of help and can often be a preventative for depression if caught early enough. I would suggest getting a second opinion. He is a trained counselor in EMDR, NET, TFT, and Applied Kinesiology.