Perhaps you could switch to a psychologist who specializes in cognitive behavioral therapy. If you can't fix the environment, it might help him to build cognitive tools and thinking patterns to help deal with the situation in which he finds himself. When I was a highly gifted teen with depression, I did not find SSRIs to be helpful at all. Thinking about stressful and difficult situations as problems to solve can be quite helpful, particularly for gifted kids. If he does not want to take any medications, it might be unwise to force it on him.
http://en.wikipedia.org/wiki/Cognitive_behavioral_therapy
