This is a chicken and egg argument that comes up on here over and over again - some people feel you should control the mood problems first with anti-depressants and similar drugs, others that if the problem is hormonal you should be trying to find a hormonal solution, ADs aren't appropriate and come with a myriad of side-effects and other problems.
It should be pretty clear if your problem is hormonal, usually it either manifests as significant PMS, post-natal depression or anxiety and depression that only started at peri-menopause. Anxiety that's been around for a lot of your life in a more general way is less likely to be hormonal and so more appropriate for AD treatment.
Personally I think there's a big difference between the two (I suffer from hormonal mood problems and am still struggling to find a solution, whereas some of the others on here have suffered from anxiety for most of their lives and have been using medication for years); NICE guidelines are that HRT should be the first line of treatment for menopausal depression and anxiety, so your GP shouldn't be pushing SSRIs before fully investigating HRT. Obviously in the end though everyone has to go with her own solution. Good luck x