Commonly used antidepressants like SSRIs and SNRIs will not affect the hormones. Other medications like mood stabilisers (e.g., lithium carbonate, quetiapine, olanzapine) may affect the hormones in the body.
Mood stabilisers are used to augment your response to the antidepressant. If you have concerns in this area, it will be good to discuss with your treating psychiatrist.