When I'm depressed, I also feel like I've never been happy, and that I will never experience happiness, ever. But our memories are really fickle. I started journalling a couple years ago, and it really helps with being able to pinpoint exactly when I was last happy/content, and how to put those feelings into perspective. So now I know I've been happy before, and that I've been very depressed also. Although I can't always personally remember either of those extremes, I can look at my journals and get some insight into my mindset at the time.
Of course this insight doesn't make life any less shitty. But life isn't perfect for anyone, not even for the people who have it all and say theyre happy all the time. If you were happy all the time, people would say you're manic. It's all about balance and framing.