I have felt this way but usually it seems to be because my antidepressant medication is not providing complete symptom relief.

In the past, a couple of things have moved me into the full symptom relief category: augmentation meds and med switches. For example, a med called Zoloft relieved many of my depression symptoms but left me in the situation you describe. A switch to Citalopram brought about full symptom relief.

Once I was on a med called Tofranil. It helped but not enough so my doctor prescribed an augmenting medication and that did the trick.

Sounds like you are doing all the right things but not getting full symptom relief. Sometimes a medication will put a floor under depression but will not completely resolve it. That is always a heartbreaking situation. I hope you find something that truly helps you!