Which pill r u on? I have PCOS & I become depressed on high dose pills. Ortho Tri Cyclen made me depressed, & an interaction between my current pill & another medication did the same thing. Ortho Tri had a level of hormones that was too high for me, plus women with PCOS generally do not do well on triphasic pills (pills that have different levels of hormones each week). The medicine interaction caused the pill to release levels of hormones that were too high. So it could be the hormonal birth control that is causing ur problems. You may want to talk to ur doctor about going to a low dose pill (perhaps Yaz--it is a low dose version of Yasmin, which is recommended for PCOS), or perhaps going off hormonal contraception altogether & using another form of birth control. After all, hormonal birth control does not cure or even treat PCOS--it just relieves some of the symptoms & can help cysts from getting bigger. Many women find that their PCOS is actually caused by insulin resistance, & treating the insulin resistance with metformin can help more than the pill would because the pill just covers up ur symptoms
When I was dealing with depression & anxiety, I took a herbal supplement called Total Calm. That seemed to help with the anxiety. If ur diet is low in animal products, u may need supplemental B vitamins. B vitamin deficiency can contribute to depression. Chamomile tea seemed to have a bit of a calming effect for me, although I think it may have just been the psychological aspect of drinking tea that helped. St. John is Wort is commonly cited as being good for depression, but if u try that, u need to be aware that it can make the pill less effective. I never tried it because I did not want to risk pregnancy.
You may benefit from talking to a counselor even if u r not interested in prescription medication. I met with a counselor & told him I was only interested in medication as a last resort (this was before I knew that my depression was caused by my medication). Talking about ur problem & how to solve it can help u feel better. Good luck!