As your depression is causing issues with your libido, any medication to help you get out of that state of mind is most likely a benefit to your libido in the long run. However, there are some meds that do cause sexual issues such as lowered sex drive and delayed ejaculation - you need to speak to your doctor about this before agreeing to take a new medication as he/she will be able to prescribe one that affects sex drive less.

A decrease in sex drive is extremely common in anybody suffering from depression. Strangely it's never really affected me in that department. I find it very therapeutic.