Hi Suse, I am taking Arimidex as well. Started a few months ago and noticed a distinct shift in my mood. I severe case of the sads I called it - not the severe depression you have experienced. I did tell my oncologist but I had only been on it then for a couple of months so we agreed I would persist at least until my next consult in December. I have found that if I take a multi vitamin I am much better - I don't know which bit helps but I'm not going to complain. I have also found that exercise really helps.
My onc also suggested counselling to help deal with all that has happened. I am now one year since diagnosis so that is probably a good idea although I am positive it is the medication that is causing the change in my mood.
Good luck. Maureen