I need help gaining weight....

I honestly don't know what to do .... I keep losing weight and I've talked to the doctor about it and he says it's my metabolism and that I can't do much about it but I'm already thirty pounds underweight for my age, height, and build.... I eat regularly and everything too! It's a curse I swear. I'm looking to gain fat weight cause I don't have any... all I have is lean muscle! I know it might be due to depression but still I want to get out of this rut. ... any advice ladies?