I've suffered from stress-related headaches and headaches cause by eye strain since I was a little kid - way back in the old times.
Don't know if headache is related to depression or not. Since you are a student, I'm just guessing that your headaches are stress related.
How long have you been getting these headaches? How long do they last? Do you see an "aura" before getting them or feel sick to your stomach?
IMHO, you should talk to your dr again and - as stated above - try the Neurology forum.
lonewolf
I'm not sure why the anti-depressant was prescribed for a head ache, but if you feel bad when you stop taking the med, then I would start taking the med again. You should talk to your doctor. As for headaches, consult with the Neurology forum.
Best wishes.