Characters
I’m serious. The wrong person finds out about this and I get a steel-jacketed anti-depressant right in the back of the head!
— Tony Soprano ‧ The Sopranos
Behind the line May contain spoilers.
Our reading
An editorial interpretation.
The speaker fears being killed if certain information reaches the wrong person. Calling a bullet an 'anti-depressant' gives that fear a grimly sarcastic name. The euphemism borrows the language of treatment for something fatal, placing a dark joke inside an emphatic warning about his own danger.
Context reviewed