I count my blessings all the time but that doesn't change my depression. I don't have a particular reason to be sad, and that is what makes it so hard. Why do I feel this way when I have so much to be grateful for and others have so little? Clinical depression isn't about situations or losses; the chemical imbalance causes the emotions for no apparent reason at all. I take three medications but still battle those terribly sad days like today. It's a tough battle for everyone who deals with this problem.