Why am i not gaining muscle at the gym?

ive been going to the gym at least 4 times a week for a few months and im a pretty skinny guy. i try to eat healthy but im not sure its working. i AM putting up more weight and i feel that i am getting stronger but i dont look it and everytime i step on the scale, nothing. i dont gain a single a pound. why is this? i have a side question to fitness wondering if depression can affect your weight because i lost a lot before i started the gym after i was depressed over a breakup. im not sure im completely over it yet but i do think im better to myself about it but feelings arise every now and then. its not a matter of me wanting her again but could this be affecting my muscle gain process?