((((sitting))))
You absolutely can say 'no' to medication. This is *your* doctor, and *your* treatment, which means that you are in the driver's seat.
I told my T in the first session I was not at all interested in taking meds. He accepted that, and has never pushed the topic.
If you are looking for things to help with depression naturally, there are a variety of things you can do. I would consider meeting with a nutritionist and perhaps adjusting your diet. Sugar, high-carb, highly processed food all negatively impact our bodies. Food allergies can also cause changes in mood. I think of myself as a sports car -- I need good fuel to function at full capacity.
Exercise is also a great natural anti-depressant. Get yourself sweating, and see how much better your mood is afterwards.
Drugs are a tool -- they are not a cure. If you find the tool useful, great, use it. If not, then find another tool that does work for you.