It's hard to explain briefly, and I don't know the details. However, I know that my own antidepressant has no significant difference versus a placebo effect with respect to depression. I'm not claiming that they don't work for people, just that they were rushed to market given current studies.

A cursory google search brings up a decent review of the literature here (note, not peer reviewed to my knowledge but an article): http://www.ncbi.nlm.nih.gov/pmc/articles/PMC4172306/