If you are drinking and go to AA to stop, yes, it WILL help depression.
Alcohol is a depressant. If you drink, while taking anti-depressants, they will not work effectively. You are sabotaging your own health then.
If you're not drinking, I would suggest some type of group to get involved with. Maybe an exercise class; a religious class; or an art class -- something YOU are interested in. That will bring you in touch with others who share the same interests. And out of yourself.
I wish you the best. What have you decided to do for yourself today?
Shalom!