Yes your doctor can give you something and most do prescribe anti-deressants because they also work for anxiety because alot of times depression and anxiety go hand in hand - anxiety is also a symptom of depression.

If you are on antidepressants this might mean your meds need to be adjusted dosage wise or a complete change to a different one.

either way med change or need for a medication, talking to your physician or prescribing psychiatrist about this is probably the best thing and worth it.