Based on what doctors and researchers know, it's probably not your birth control. It's more likely to be some other random factor: like that you're stressed, not getting enough sleep, starting a new job, starting a new relationship, ending a relationship, having a really shitty week, or just noticing symptoms of a mental health issue that would have happened whether you went on birth control or not (the average age of onset for mood disorders is typically in your late teens, twenties, or early thirties).
That said, it's important to get help regardless of the cause. So if the first stop is your gyno's office, great! Just make sure to be open and honest with your doctor if there could be another possible factor at play. They may suggest a different birth control method, dose, or formulation if it truly sounds like it's to blame. If that doesn't help, it's worth asking for a referral to another doctor or therapist who might be able to help suss out any other possible causes. "I think people know their bodies, so if there are any concerns, bring it up to your physician," says Dweck.