Depression during pregnancy?

I'm 18w2d and since about week 12 I have been feeling really down and depressed. Some days I have 3 or 4 good days in a row where I think I'm ok but then other days I wake up down and spend most of the day crying like today. I told my midwife, I followed her advice but it's not working and counselling and talking about it doesn't do anything. Has anyone experience? How did you get through it? Thanks x