Most anti-depressants come with a warning label saying not to drink alcohol while on the drug(s). This can be for many reasons including the fact that some people feel the intoxicating effects of alcohol much more when taking an anti-depressant, alcohol can interfere with the drug's ability to do its job (and therefore not make you feel better), and drinking in general usually exacerbates one's depression symptoms. Also, if you start to panic or have severely depressed thoughts or any other reaction, you cannot be sure if they are due to your medication or the alcohol. This is not helpful if the purpose of taking the drug is to feel better!
It would be best to ask the person who prescribed you the anti-depressant (or your pharmacist) to see what the specific known interactions are for drinking while on your anti-depressant.
Ultimately, if you are going to drink, just make sure you take it slowly and really pay attention to what effect the alcohol has on your body. One drink won't kill you, but certainly do not drive and really monitor the mental and physiological effects of that drink while taking the drug.