Antidepressants work by increasing levels of serotonine, dopamine, norepinephrine, or epinephrine. If you don't have a problem with any of these neurotransmitters, then increasing the amount available won't have much if an affect. Test aren't typically done to test for this, and antidepressants are used on a trial and error type of approach.

Depression doesn't have to be chemical. There could be real reasons or tramautic events in ones life that can lead a person to fall into depression. Child hood events, even those you can't remember can be a cause. Lack of positive relationships, lack of any of the basic needs can cause it. It would be very hard to be happy if you are starving to death, or where in a constant fear for you own safety. The feeling of not belonging or feeling you are accoepted can lead to loneliness, isolation and depression.

I think that is why the combination of meds and therapy is most succcessful. It could be a little biological and a little cognitive, or either one or the other and that approach cover the most ground.

It is very possible that the medications may not work for you, or you haven't found one that is effective. Myself I haven't had much luck with SSRI. I started taking Wellbutrin and it seems to help so far.