I don't know how old you are, and I hope this doesn't sound insensitive, but if you're in your teens or 20's I can make a suggestion that may help. When you're out with people or in a social situation, put on an act. I don't mean don't be yourself, but pretend you are happy. Don't focus on how depressed and lonely you are, because people see right through that. Pretend you're someone else. Talk about your hobbies, whatever viral video is out there, music, food, weather, whatever. Ask people bout themselves. Focus more on your interest in others. Even if it's a little phony at first, it will do wonders. And after a while socializing will come naturally and little by little you'll find yourself surrounded by friends. And give people a chance, friendships don't form overnight. Be casual and let things run their natural course.

This is 32 years of experience speaking. I had no friends in high school and barely in college. It took me forever, but I finally learned. Its more difficult for some of us. But it's not impossible. Fake it til you make it, I say. Hang in there.