If you take medicine to treat your depression, one of the best things you can do to ease symptoms is to take it the way the doctor says. Within 4 to 6 weeks after you start taking your medicine, you should notice an improvement in the way you feel. That doesn't mean you can stop taking your medicine. Following the instructions your doctor gave you will help you keep your symptoms under control. To understand more about how the medicine you take affects you, see How Do Antidepressants Work?