Antidepressants or depression medication are drugs specially designed to overcome the problems in brain chemistry that cause depression.
Antidepressants are much more specific than painkillers. The SSRI drugs (marketed as Prozac, Seroxat, Lustral, etc) work specially to raise the levels of serotonin in the brain. Others raise the levels of noradrenalin. Lack of these mood-enhancing substances can cause depression. Raising their levels, a process that usually takes about 10 days, is usually very helpful.
There are side effects but they are often mild, short-lived and pale into insignificance as the depression improves.