Cymbalta capsules contain the active ingredient duloxetine hydrochloride, which is a type of antidepressant known as a serotonin and noradrenaline reuptake inhibitor (SNRI). This type of medicine acts on nerve cells in the brain.
In the brain there are numerous different chemical compounds called neurotransmitters. These act as chemical messengers between the nerve cells. Serotonin and noradrenaline are two such neurotransmitters and have various functions that we know of.
When serotonin and noradrenaline are released from nerve cells in the brain they act to lighten mood. When they are reabsorbed into the nerve cells, they no longer have an effect on mood. It is thought that when depression occurs, there may be a decreased amount of serotonin and noradrenaline released from nerve cells in the brain. 
 

Duloxetine works by preventing serotonin and noradrenaline from being reabsorbed back into the nerve cells in the brain. This helps prolong the mood lightening effect of any released serotonin and noradrenaline. In this way, duloxetine helps relieve depression.
Duloxetine may also be used in the treatment of generalised anxiety disorder.
It may take between two to four weeks for the benefits of this medicine to appear, so it is very important that you keep taking it, even if it doesn't seem to make much difference at first. If you feel your depression or anxiety has got worse, or if you have any distressing thoughts or feelings in these first few weeks, then you should talk to your doctor.
This medicine is also used to treat nerve pain in the feet, legs or hands that is due to nerve damage caused by poorly controlled diabetes. Duloxetine is thought to enhance the nerve signals within the central nervous sytem that naturally inhibit pain.