Simple answer: the brain maintains homeostasis. It "readjusts" itself to match its previous baseline.
Basically, the brain needs to maintain certain levels of activation of neurons and can do this by increasing (upregulating) or decreasing (downregulating) the number of receptors in the synapse. The most common antidepressants, SSRIs increase the amount of serotonin in the synapse thus increasing the chance of binding to post synaptic serotonin receptors. This works great to increase activation in the short term, but the brain eventually compensates by down regulating postsynaptic receptors so that the activation is about the same as it was with normal levels of serotonin.
This is why antidepressants are a bandaid, not a solution. This is also why anyone who takes antidepressants at the recommendation of their psychiatrist becomes so dependent on them. When you get off the medication, levels of serotonin in the synapse decrease while there are fewer postsynaptic receptors from the downregulation caused by the SSRI. This means that signaling is at an all time low, and you end up more depressed than you were before you started taking SSRIs. Eventually it returns to baseline via upregulation of receptors, but in the meantime you're so depressed that you just start taking medication again, and it becomes an endless cycle.