First of all, anorgasmia can be either a primary effect caused by depression itself, along with decreased libido. But then it may also be a side-effect of the medication itself, adding to the underlying problem and quite likely decreasing not only libido, erectile function or ability to orgasm but also having a negative effect on compliance with the whole treatment regime.
It is therefor prudent to talk about these aspects, pro-actively. Maintaining or improving self-efficacy and locus of control are to be appreciated on their own. Although this is tricky as focusing on this side-effct might also increase a nocebo-like effect. That last effect is also a big chance in that psychotherapy or even sex-therapy may also be used to improve outcomes to a limited degree. After all, if it is "just" reduced response to stimuli, then the intensity of stimuli might be increased to compensate.
A still valid matrix of average effects and resulting course of action is outlined below:
Robert L. Phillips & James R. Slaughter: "Depression and Sexual Desire" (2000)
Medication Libido Effect Other Sexual Effects
Fluoxetine (Prozac), Decrease Anorgasmia, delayed ejaculation,
paroxetine (Paxil), erectile dysfunction
Imipramine (Tofranil), Decrease Erectile dysfunction
Bupropion (Wellbutrin) Increase None
Trazodone (Desyrel) Increase Priapism (rare)
Nefazodone (Serzone) No change None
Then there are different medications available with differing profiles and they can be differentiated by amount of side-effects, scope of side-effects and individual tolerability. Tolerance for this case in terms of sexual function needs to be addressed, so that you may recommend a lower dose, different medications or a compensating additional treatment.Different medication does not necessarily mean immediately switching the whole class of drugs. It might also yield improvement to switch
Glen L. Stimmel & Mary A. Gutierrez: "Sexual Dysfunction and Psychotropic Medications" (2006)
Psychotropic drugs are often associated with sexual dysfunction. The frequency of antidepressant-associated sexual dysfunction is greatly underestimated in clinical trials that rely on patient self-report of these adverse events. Direct inquiry reveals that delayed orgasm/ejaculation occurs in >50% and anorgasmia in at least one third of patients given selective serotonin reuptake inhibitors. Antidepressant-induced sexual dysfunction can be successfully managed. A different antidepressant without significant sexual effects, such as bupropion or mirtazapine, can often be substituted. Other strategies involve drug holidays or adjunctive therapy with drugs such as sildenafil. Dopamine antagonist antipsychotic drugs are most commonly associated with decreased libido. […] Because sexual dysfunction can be related to many factors, care must be taken to establish the patient's baseline sexual functioning before the initiation of psychotropic drug therapy and to rule out other etiologies before drugs are implicated as causative.
(Caution: Clear Conflicts of Interest)
Unfortunately, this field is still under researched and all the options above are only trying to solve a poorly understood problem.
Mechanisms and treatments of SSRI-induced sexual dysfunction.
SSRI-induced sexual dysfunction affects 30% to 50% or more of individuals who take these drugs for depression. Biochemical mechanisms suggested as causative include increased serotonin, particularly affecting 5HT2 and 5HT3 receptors; decreased dopamine; blockade of cholinergic and alpha-1 adrenergic receptors; inhibition of nitric oxide synthetase; and elevation of prolactin levels. Five approaches to treatment include conservative approaches such as wait and see, decrease dosage, and drug holidays. More aggressive strategy for treating SSRI-induced sexual dysfunction are changing antidepressants and augmentation.
One possible mechanism in rats:
5-HT(1A) receptor antagonism reverses and prevents fluoxetine-induced sexual dysfunction in rats.
Sexual dysfunction associated with antidepressant treatment continues to be a major compliance issue for antidepressant therapies. 5-HT(1A) antagonists have been suggested as beneficial adjunctive treatment in respect of antidepressant efficacy; however, the effects of 5-HT(1A) antagonism on antidepressant-induced side-effects has not been fully examined. The present study was conducted to evaluate the ability of acute or chronic treatment with 5-HT(1A) antagonists to alter chronic fluoxetine-induced impairments in sexual function. Chronic 14-d treatment with fluoxetine resulted in a marked reduction in the number of non-contact penile erections in sexually experienced male rats, relative to vehicle-treated controls. Acute administration of the 5-HT(1A) antagonist WAY-101405 resulted in a complete reversal of chronic fluoxetine-induced deficits on non-contact penile erections at doses that did not significantly alter baselines. Chronic co-administration of the 5-HT(1A) antagonists WAY-100635 or WAY-101405 with fluoxetine prevented fluoxetine-induced deficits in non-contact penile erections in sexually experienced male rats. Moreover, withdrawal of WAY-100635 from co-treatment with chonic fluoxetine, resulted in a time-dependent reinstatement of chronic fluoxetine-induced deficits in non-contact penile erections. Additionally, chronic administration of SSA-426, a molecule with dual activity as both a SSRI and 5-HT(1A) antagonist, did not produce deficits in non-contact penile erections at doses demonstrated to have antidepressant-like activity in the olfactory bulbectomy model. Taken together, these data suggest that 5-HT(1A) antagonist treatment may have utility for the management of SSRI-induced sexual dysfunction.
But notice the possibly contradictory explanation when relating this proposed mechanism with Flibanserin:
Flibanserin, a potential antidepressant drug, lowers 5-HT and raises dopamine and noradrenaline in the rat prefrontal cortex dialysate: role of 5-HT1A receptors
Interestingly "unconventional" options are apparently not completely off in this regard:
The Mayo Clinic Proceedings Antidepressant-Induced Female Sexual Dysfunction (2016) considers the Peruvian herb/tuber Maca (Lepidium meyenii) an option because of this: A double-blind placebo-controlled trial of maca root as treatment for antidepressant-induced sexual dysfunction in women.
In conclusion this leaves not really much from the category "definitively" on the table right now: talk and try.
Sexual Dysfunction Due to Psychotropic Medications. (2016)
Effective strategies to manage medication-induced sexual dysfunction are initial choice of a drug unlikely to cause SD, switching to a different medication, and adding an antidote to reverse SD. Appropriate interventions should be determined on a clinical case-by-case basis.