I have no reason to be sad, so why am I?

I am battling depression. I've battled it for many years but it is so frustrating because I have everything to be happy for. I have a new house that isn't old and isn't falling apart. My bills are paid. I have a good, safe, reliable car to drive.
This morning I woke up to a Valentines Day cake, a card with some money in it and an orchid plant from Frank, and yet, when he left for work I sat and cried. I cry in private alot when he's gone.
Maybe I need a new antidepressant. I don't know. Then I feel guilty when his little dog sits and wimpers and cries just because she wants me to pet her and I get upset and yell at the little thing to be quiet. Does that make me a bad person? I feel guilty for feeling so sad. I feel guilty when I feel like I'm not good enough and have failed. I feel guilty knowing that I have so many things to be happy for and yet, I'm not happy. What's wrong with me? 
My depression isn't for lack of trying to get better. I'm working with a psychologist. I'm learning how to control my thinking to overcome my panic attacks. I'm doing so much better with my panic attacks. So, why do I still sit and cry?