One thing to look at, is maybe there is something missing in your life that could be effecting you subconciously.
It could even be something as trivial as a hobby you used to really enjoy that you gave up doing.
Conciously you know this 'thing' is not there and don't think it matters that it's missing, but in your unconscious mind, it could possibly be the catalyst.
Be mindful in this situation and think clearly though, don't jump to any conclusions without thinking long and hard about it first.
Another could be something that's happened a long time ago, or maybe 5 years ago etc, that's eating you a little bit at a time, you don't really notice, because it eats you a tiny bit then disappears. Eventually though, it can break you down.
Again, think long and hard in this situation too.
The first situation can only be studied and cured by yourself.
Your Doc can point you in the right direction if it's the second.
The third situation, if you 'have it all' as you say but still get down in the dumps, look at maybe chemical imbalances in your body.
Depressions and anxieties aren't always caused by an outside influence or something that's recently happened to you.
Your Doc can do a blood test for you. Just explain the situation to him.
On a personal note:
You should NEVER feel guilty for getting down in the dumps, it happens, just think logically and clearly, analyse the situation and you'll pull through.
Hopefully I've helped a bit and given you some ideas for you to look at.
Good luck.