Suffering from headaches and depression since getting acupuncture

You should communicate this with your practitioner and try at least 2 more treatments with him. Side effects/reactions from acupuncture are rare but they do happen. They are generally limited to dull sensations such as a feeling of fatigue, mental fog, but stronger ones are possible depending on the practitioner and what points they used. For the most part, the stronger reactions from acupuncture happen only during the first one or two visits as your body acclimates to the changes and the practitioner better understands your underlying imbalance. Good communication with your practitioner will help them to fine tune the treatment and avoid these effects in the future. If you feel uncomfortable with talking to your practitioner or it continues to happen after the third treatment, see someone else.