katlover, what type of treatment are you getting? Are you in therapy? I think some people do feel less depressed after only a short time in therapy, but others take longer, and some people benefit from medications also. I think it's very individualistic, so if your treatment involves therapy, and you are still depressed after a month, it doesn't mean the therapy won't be helpful, and it certainly is not uncommon. You should share your concerns with your therapist. If your treatment doesn't involve therapy, you could consider adding that to what you are already doing.