I went through something similar a couple of years ago. I felt depressed, constantly fatigued. There were some days I didn't think I was even capable of getting out of bed. Even though I worked out regularly, I was suddenly gaining a bunch of weight and started looking kind of bloated, and I always felt cold. I went and talked to my doctor (military) and they ran a couple of blood tests. Their determination was that I was clinically depressed, had high cholesterol (345) and was borderline diabetic. So they put me on several meds, including anti-depressants, cholesterol pills, and some kind of high grade vitamins and stuff. I was popping these pills for 3 months and was only feeling worse. I got sent to talk to another doctor and after I told her what all was going on, she ran one blood test and found the problem. My Thyroid hormone levels were low. So now I take 1 little hormone replacement pill every morning and feel fine. The best thing I can tell you is go to WebMD and look at the symptoms of Hypothyroidism and see if that is what you are experiencing.
http://www.webmd.com/a-to-z-guides/h...idism-symptoms
I'm not sure what your age is, but if you are in the 40+ bracket this may also be something to look into.
http://www.isitlowt.com/#signs_symptoms.html
Hope this helps...