I experienced this in mid 2014. I was feeling great and decided to stop taking anti-depressants. I was on 10 mg of an SSRI.

Man, I fell into a well. I was depressed for 3 months. Couldn't get _any_ work done. Had a constant headache. I then checked myself into a hospital after 3 months for a full medical check up. Not surprisingly all the tests were fine. Finally the psychiatrist there put me back on anti-depressants.

Still I was in the funk for a month more. I think what really got me out was going for long walks everyday. For an hour minimum. Seriously, I think sweating it out really has its benefits. I'm now taking 10 mg daily, and when I think about stopping it, the anxiety takes over. :)