But according to a new US study, many commonly-prescribed drugs may increase the risk of depression.
The list includes heart medications, birth control pills and some painkillers - things lots of people in the UK are also prescribed.
More than a third of the drugs the 26,000 participants took had depression as a possible side-effect.
What's going on?
The study, in the Journal of the American Medical Association, looked only at people in the US who were 18 or older and taking at least one type of prescription medication between 2005 to 2014.
It found that 37% of these prescription drugs, which also included some painkillers and antacids, had depression listed as one of the potential adverse effects.
Rates of depression were higher among the study participants taking these drugs:
7% among those who took one of the drugs
9% for people on two
15% for people taking three or more
Around 5% of US adults are estimated to suffer from depression.
Lead author Dima Qato, an assistant professor at the University of Illinois, said: "Many may be surprised to learn that their medications, despite having nothing to do with mood or anxiety or any other condition normally associated with depression, can increase their risk of experiencing depressive symptoms and may lead to a depression diagnosis."
However, it's not clear if the drugs are to blame for low mood.
Feeling ill for any reason can make you feel low. And it is possible some of the participants may have already had a history of depression.
What do experts say?
UK experts cautioned that the paper shows an association between taking these drugs and an increased risk of depression but not cause and effect.
Prof David Baldwin, from the Royal College of Psychiatrists, said: "It is not surprising that using medicines to treat physical illnesses such as heart and lung disease should be associated with depressive symptoms, as these physical illnesses are themselves linked to an increased risk of depression."
The Royal College of GPs also pointed out that not all of the findings will necessarily apply to the UK, as the health system is different in the US.
Nevertheless, its chair, Prof Helen Stokes-Lampard, added that it shows "how vital it is that patients disclose any medication they may be taking that the GP might not be aware of, or to the pharmacist if buying medication over the counter".
What's the risk?
It depends on the medication.
For some drugs, depression can be a common side-effect, such as certain birth control pills. But for others it's much rarer.
Very common side-effects will affect more than one in 10 people, whereas those that are very rare will apply to fewer than one in 10,000.
This information is printed inside packets of medication in the Patient Information Leaflet and is also searchable online.
Prof David Taylor, from the Royal Pharmaceutical Society, also said it was important to consider whether there was a "plausible explanation" for why a drug might cause depression.
For example, with oral contraceptives there is a clear association between hormone levels and mood.
But in others, like heart medication, it is trickier to unpick whether it's the drugs or the condition that might be causing the depression, he says.
"We're not very good at working out what the drugs cause and what just happens in the course of somebody being treated which isn't linked to the drugs, " Prof Taylor said.
What should I do?
If you're taking any of these medications currently and have no signs of depression then you shouldn't worry, Prof Taylor advises.
For those on these drugs who are experiencing depression, he recommends speaking to your GP or specialist doctor to discuss if there might be drugs that don't have the potential side-effects.
If you're thinking about taking some of these drugs, he said it was worth being "somewhat cautious".
"That applies particularly if you're already taking another drug which is linked to depression."
Source: BBC