Recovery from depression can be an incredibly difficult and long process. Your body is worn out. Your emotions are frayed. You know that something is wrong, but you may not be able to describe it adequately.
Sometimes depression leads to thoughts about death; sometimes to thoughts about suicide. Something is wrong, and you want to escape. You know that you are not right, but you feel like so many things are wrong that you cannot possibly make things right again.
If you are in such a situation, please seek wise counsel. You may want to seek medical advice, too. Don't deal with it alone.
Also, please take a little time to think about the spiritual implications of your condition. It could be a turning point in your spirituality. It could be a time to grow closer to God for comfort and strength. If you are not living in a good relationship with God, it could also be an opportunity to reassess your life. It could be a time to put an end to a life without Christ in order to embrace a life of hope in following the Lord. It could be a time to fulfill that longing in your heart for something better...for Someone better.
Consider the words of Romans 6:3-11. "Do you not know that all of us who have been baptized into Christ Jesus were baptized into his death? We were buried therefore with him by baptism into death, in order that, just as Christ was raised from the dead by the glory of the Father, we too might walk in newness of life. For if we have been united with him in a death like his, we shall certainly be united with him in a resurrection like his. We know that our old self was crucified with him in order that the body of sin might be brought to nothing, so that we would no longer be enslaved to sin. For one who has died has been set free from sin. Now if we have died with Christ, we believe that we will also live with him. We know that Christ, being raised from the dead, will never die again; death no longer has dominion over him. For the death he died he died to sin, once for all, but the life he lives he lives to God. So you also must consider yourselves dead to sin and alive to God in Christ Jesus."
Christ offers a new life to those of us who have grown tired of our lives of sin, guilt, and regret. Please consider his offer. It could be the beginning of something great.