Everything your fault, that's a bit over the top... I can think of a few things that are not your fault, global warming, war in afganistan, slavery in south east asia etc or are you going to claim responsibility for that?
Everyone makes mistakes, your family does, and sometimes you will, accept that both your family and you are not perfect and forgive them but most important forgive yourself for whatever you do or don't do

Is it your family that's blaming you for things?
My take on things is that they have no clue what your going thru therfore don't take it to heart when they say stupid things that make you feel bad.
Maybe some of their suggestions have merit or maybe they just don't understand, going to the doctor can be good, but also at times there are reasons why it isn't viable. Exercise and diet is a good idea, but its impossible when you are really depressed... :P
Maybe you can tell them how they can help you do some of these things or what they can say and do to help you feel better. It can be really hard to be unable to help someone you love who is suffering...