Do antidepressants deplete coq10 levels, magnesium and melatonin levels? would it be a good idea to supplement these nutrients?

No evidence: You may do what you proposed, but should not expect it affect your depression. Moderate exercise is as effective in treating mild to moderate depression as are anti-depressant drugs. Any exercise, waking, jogging, treadmill, elliptical, yoga etc. will do. Have a healthy diet, exercise 30 minutes/day, drink plenty of water, have safe sex, no tobacco alcohol weed or street drugs. Have good health!

Yes: Coq10dose 100mg, mg-250-400mg, A good multivitamin is probably worth it. melatonin really only if sleep pbms, removing inflammatory food would likely be a good choice as well