That is indeed a common side-effect of anti-depressants. I guess one thing to do might be to weigh the pros and cons of taking the anti-depressants. How much do they seem to be helping prevent your depression? Do your episodes seem to be triggered by stressful life circumstances? Are you having such stressful like circumstances now?

It might be that your depression could be managed better with therapy than with medication.

Or that your depression could be managed equally well on a significantly reduced dosage of medication.

Alternatively... One could think of sexual activity as a non-goal directed activity such that you can take some enjoyment and intimacy from it without seeing orgasm as a goal (in the sense of being disappointed when it doesn't happen).

I guess those are the options...

One side effect of ceasing medication is a withdrawal syndrome. I'd talk to your doctor about attempting this (withdrawal syndrome can include a temporary increase in your depressive symptoms as your body adjusts to 'rebound effects).