Your symptoms suggest hypothyroidism. An underactive thyroid could be responsible for irregular menses,growth of facial hair, depression, weight gain etc. Your weight gain could be due to water retention which is relieved on increasing physical activity as fat mass does not reduce so quickly. You must get your thyroid checked as all your symptoms point towards hormonal disturbance. Check out if the medicines you are taking have any such side effects. Till your health problem is diagnosed, continue exercising and eat a low fat/ low salt diet with plenty of fresh fruits and vegetables. Reducing salt intake will relieve weight gain due to water retention. If thyroid is normal, then you need to consult a good gynaecologist for finding out the cause for and treating irregular periods which might have lead to weight gain. Sleep well and try to de stress as stress or emotional upheaval causes hormonal imbalance. Take care.