Sometimes you need to stop focusing on the bad stuff and try and see what is good in your life. There has to be something, even if that something is the fact that you're not dying of cancer. I always find that if I think about how many people are worse off then me, it makes me stop feeling sad and sorry for myself.
An example, my daughter is thirteen, so she is going through that great age all kids go through where they think they know everything and can do whatever they like. I get worried, sad, angry, depressed, etc. about this, but then last Friday night, my friend rings me up and asks me if her 14 year old daughter is at my place. I said no, I thought she was coming, but she didn't arrive. My friend was beside herself. She didn't know where she was. She knew she had wanted to go to a party, which my friend had said no to and her response was, "F*ck you, mum, you can't control me. What are you gunna do to stop me?" and she walked out. I asked her if she wanted me to wake my daughter up to see if she knew where she was so she could go and drag her home and she said what would be the point as she would only cause a scene and then run off again as soon as she got her home. She ended up tracking her down and going and getting her at 2:30am!
My friend has separated from her husand, who is not a nice person. Her daughter, at first, was supportive, but then decided that Dad would let her do more things and give her more money than mum, so she left to live with her dad. In the meantime, my friend's husband had decided to take her to court to get more custody of the kids and he said that she wasn't a good mother, he didn't like the company she kept, etc. etc.. The real reason he did it is because he wants to hurt her, so the best way to do that is to make sure that she has nothing at all. So he takes her to court, costs her $50000 that she didn't have, so she had to re-mortgage the house, and then he gets more custody. This was three weeks ago and she has heard nothig from him since. No phone call to say when he would like to see the kids, nothing. So it is clear that he really isn't interested in the kids, just getting at my friend. So my friend's daughter realises that her father has been using her to hurt her mother, she has a huge fight with him and moves back in with her mum. My friend says that's fine, I'm glad to have you home, but you have to obey my rules. She swears she will, but as you see, she doesn't. She doesn't care. She's 14 and invincible. My friend doesn't know what to do. She has two other children who need their mother's attention and who need a peaceful home, not one filled with their older sister's abuse. Very difficult situation.
So, you see when I think of my friend, I don't feel so bad. Yes, Emma is naughty, yes she gets in trouble at school, yes she tells me lies when she doesn't want to get in trouble, but I know where she is every minute of the day and she knows that if she ever pulled a stunt like that I wouldn't hesitate to go and get her and drag her home, even if it did mean making a scene, even if it did mean someone calling the police on me. And although she speaks to me like dirt 50% of the time, she doesn't swear at me and she doesn't disobey me outright - just drives me mad with the tantrums when she doesn't get her own way.
If you think of the troubles other people have sometimes your own troubles don't seem so bad.
You can't make other people responsible for your happiness. Only you can make yourself happy and you have to find ways to do it. If you truly are depressed then get some help. Like Sandra said, it is an illness and you need medication and counselling to fix it or else it will only get worse. And yes, I know what it is to suffer from depression. I have been there and it's a place I don't wish to visit ever again.