Depression is another whole game. It completely screws up any plans you have of getting out of your misery.
Work isn't meant to be fun and games, but neither is it meant to be a torture or an exercise in masochism. If its not working out, you need to make a change. Like with bad relationships, the longer you stay, the worse it gets.
So start planning your exit. I hate to sound cliched, but the journey of a thousand steps really does start with one. Good luck!