Nervous and happy is the doc wrong?

I'm pregnant I wanted another child.. But I have two children, both pregnancy I become EXTREMELY depressed. I don't know why, I love feeling my child move and everything but the hole time I think about giveing the child up for adoption. Both times after my kids were born I was fine back to normal and love them to death! But I have no clue why I get so depressed... My doctor doesn't believe in anti depressants he tells me to excise so any suggestions??