Both depression and antidepressants can put a damper on your sex life. But you can still enjoy intimacy using exercise, libido enhancers, foreplay, and more. An explanation of how depression and anxiety affect your libido, especially for women. Major depression kills your sex drive and thus makes. We look at how depression affects sex and relationships. In women, this diminished brain activity tends to be associated with lack of interest in sex-life – antidepressant medicines such as Prozac can affect sexual function.