I wanna bring up my dose of anti depressant maybe. I don’t like asking that question to my doctor. Should I still ask? How should I ask?

The way to approach this with your doc is to describe the symptoms that are not being addressed by the antidepressant, and then ask if changing the dosage would help. So, what problems are you having? Write them down, and then make an appointment with your doc to discuss the options for treating those symptoms.

Yes, of course you should ask your doctor. If the dose you're on isn't working, perhaps you need to try another medication. But leave this up to the doctor.

Sigh........go you, he/she asks how it's going, you say you don't think the meds are enough.

Your doctor wants and needs to know everything about the treatment plan he or she has prescribed you. If you are feeling like the dose you are on is not working for you then that is exactly what you say. Doc...I think the dosage of medication I am on is not working for me because I am still feeling (insert here). What can we do to address this?

He or she may ask some questions. Answer them honestly and see what the next step is.

Antidepressants take a few weeks to take full effect. Be careful and see your doctor first. If you increase your dose on your own, you will run out before you should and will have to explain to the doctor anyway when you want a new prescription.
Just tell your doctor what you want to do and why.