Think about Chester Bennington, the frontman of Linkin Park for a second. He had everything. One of the biggest rockstars ever to exist, at the peak of his career, a stellar public image, loved by millions, supportive family, more money than he could ever spend in a lifetime.. and yet he was a deeply unhappy man. And eventually he killed himself at age 41.
What I'm trying to say is that if a man like Chester can feel like this, then you don't need to justify yourself for feeling like it either. Feelings of depression can never not be valid. They need to be accepted as a fact regardless of the circumstance, whether your life is great or terrible. You don't have to hate yourself for feeling the way you do - nobody does.