I gained weight while on Zoloft, too, so you are not alone! Maybe try more physical activity? Just an idea. I think the Zoloft slowed all of my metabolism.

Last year I went to a nutritionist who pointed out that eating at night can add pounds. I took that advice and lost some weight and kept most of it off. I eat dinner earlier and in the evenings I drink water or decaf tea or a big glass of low fat milk.
Good luck to you 🙂