My fiancé finds little stuff to argue about knowing that it will upset me and then he tries to turn it around on me like I started the fight and tells me hurtful things that make me cry.. Then he states that he doesn't know why I'm acting this way and suggests that I go check out depression medicine. He actually is starting to make me feel depressed.

You need to sit him down and tell him your feelings, if he loves you and is a mature(not by the sounds of it) person, he will realise and understand he is upsetting you, this is not your fault, however, if you are being slightly over sensative, he may believe your being a drama queen, which will make him wind you up more, just tell him your feeling straight, if he brushes you off, dissmissed you, tell you your being a drama queen or stupid, then you need to calmly repeat what you said and if he doesn't then take you seriously, stay at your mothers/sisters'anties house to give him the night to think about it, and calmy return in the moring, if he isn't talking about it, bring it up, then if he doesn't apoligise, repeat all above once more, if he's still making you unhappy, leave him.

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You may be hormonal, and maybe a doctor can help smooth your emotions out. Have a check up before you bite his head off.