I, too, suffer from depression, and I am not on medication, although I have been before. I know how hard it is to motivate yourself to get started. However, even though it is still hard some days, I know that putting whole, nutritious foods into my body will give me more energy, and putting that energy into exercise will make me feel fantastic. I promise it is easier to stick with it once you get started.
If you're like me, you'll become addicted (in a good way!) to the feelings you get from exercising and eating healthy. I am most definitely a happier person for it, and that has nothing to do with the weight loss. I have gotten to the point where when I start feeling depressed, angry, upset, etc., I make myself get outside to exercise (being outside helps a lot more than I would have expected when I started). I NEVER regret it, and it is worth the effort it sometimes takes to get me out, although most days, it really doesn't take much. You CAN do this. Start small, like the others have said, and aim for 10-15 minutes of exercise a day for a week, and perhaps all 8 glasses of water a day and/or at least 3 fruits/vegetables. Small, easily attainable goals. Reaching those will help with your confidence and just make you feel better, overall.