The period of depression comes in the life now and then. It doesn't matter how long it will last. Feeling depressed is not a sin and it is very common feeling.
There are many reasons behind depression. One of the most influencing fact is over-expectation. Over expectation forces us to expect more than our capabilities. It is not a sin either to expect more than one's capabilities. All the living creatures expect more. Problem doesn't arise from over expectation. It arises when we assume the over expectation as our deserving thing without much effort. Mixing over-expectation with deserving thing is the main problem in case of depression.
What do I deserve actually???
Before answering the question, I have to think which things I got which I actually didn't deserve. The list is not short.
Over expectation is not a problem if we plan, work and try our best to achieve it. But people only think about it without much efforts. It is not our prime duty to think about deserving. Only thinking about deserving thing without much efforts is not ideal at all. There are many things in life expect thinking about it.
At the same time, we should not compare our life with others. We don't know about back ground history of the targeted person. Other's success should be our inspiration rather than our depression.
For me, I love to be depressed by various factors. Being depressed is not my weakness. I consider it as my biggest strength. Whenever I become depressed, I start planning and implementing it. And I know my abilities and my deserving things. But I always expect one step lower than my deserving thing. :)