It depends on what type. I don't think finasteride can be taken with MAOI type anti-depressants. pretty sure it's in the Merck literature.
A lot of anti-depressants list hair loss as a side effect.
I took a MAOI called Nardil a while back. This was like the only drug my shrink could find that didn't list hairloss as a side effect. However I wasn't taking finasteride at the time either. You need to tell your shrink what other meds your taking. don't mess with that stuff without a prescription. Some of it can be potetailly dangerous.
For instance Nardil has a strict list of foods you can't eat. It was bizarre. Stuff like cheese (I couldn't eat pizza)and such. The only beer you could drink was domestic in very limited quantities. That had something to do with the yeast or something.
Gettin that depressed are ya? I hear ya. Go seek professional help. It doesn't mean your crazy or anything and you'd be suprised how talking about your problems can really help. PM me if you ever need to chat.
BHD