Wow, mental health
must be at an all-time low
if people can actually fall into that trap.
Guilt is a futile, destructive emotion. Resist the temptation to indulge in it. If you have done something evil or foolish, you will feel ashamed. Admit your wrongdoing; try to atone for it if you have wronged a person. Make some restitution. In this way you will expiate your wrong, and after a while the shame will pass.
Feeling guilty that you are feeling depressed, IMO, is likely a sign that you are thinking too much about yourself, or perhaps thinking too much, period. While the meaning of life is a cliche, there is no mystery about meaning in life: get involved. Do something. Help somebody. Focus on something outside yourself for a while.
Do not underestimate the value of sweat. Monks seeking satori spend long hours at manual labor as well as long hours in prayer, and for good reason. Life is a balancing act and those of us who tend toward the cerebral need to work as well as think. I cut firewood with an axe. That may not be practical for city dwellers, but I find it does wonders when an overcast sky or particularly clueless client gets me down.