Anxiety/low-level Depression

So I’ve noticed that since I’ve been taking my anxiety medication, I started feeling more depressed. I have more social anxiety, I get sleepy really often and sleep really early and for many hours, I don’t feel like going to the gym or working out, I listen to sad music, cry every night about something or about nothing at all, get emotional for things that normally I wouldn’t, worry about things I normally wouldn’t worry about and I get hungry more than before.

I’m not sure if it’s supposed to have adverse effects in the first few weeks or something before healing me from anxiety. What do you think?