Depression medication?

Well apparently I am going to try that now :P, but for headaches. Today went to the doctor and told him about some recurring headaches that I have. So told me about this drug that is an anti depressive, but that they use it in small doses for such cases. So far so good right? Go to the doctor, explain the problem, get a solution. But what I found funny was the fact that he was worried that I might take offence on the type of medication. After thinking about it, it obviously makes sense, people might feel that depression whatever is something to stay clear of. Sounds stupid, but it is funny with the right type of humour. Nevertheless it was interesting and now I am on prescription anti-depressives medication ;P, at least if it helps with the headaches ;P