It depends on your level of depression. For mild to moderate depression, antidepressants are no better than placebo, and things like meditation, CBT, or MBSR are effective options. However, if you are severely depressed, antidepressants do help, and if you combine them with CBT the effect is that much greater.
Also, Sertran (sertraline) can take 2-3 weeks to start working, and there can be side effects such as nausea, fatigue, dizziness, and decreased libido. In the U.S., sertraline also has a black box warning that states that there is an increased risk of suicidal thinking and behavior in people under 24 years of age.
So, if you are not severely depressed or if you are under 24 years of age, you may want to talk with your doctor about options other than Sertran, and perhaps consider doing CBT if they think it would be helpful.
Best of luck to you!