I know exactly how you feel. I feel the same way. Unlike you, however, I know why I am so sad. I think that is probably a big key - why are you unhappy? While there isn't always a reason necessarily for being depressed, often times there IS something. I am not sure what it could be as you didn't provide a ton of information, but I would ask myself if I were you what you think is making you so unhappy. Next would be to work on that.
Now, I wouldn't feel bad for being depressed even though everyone around you thinks you have a good life. Your parents are good to you you say, but at the same time the fact that they get insulted that you are depressed isn't very helpful. They should be finding the cause and trying to help fix it, not blaming you because they give you a lot.
Depression is a mental thing often times. Do you have a Therapist? That would be a start. Though depression is often times stemmed from something, it can certainly form out of nothing. Depression is an entity all on it's own, and we can't always find a reason for it. Some of us just have brain waves that have us get upset over everything instead of "looking on the bright side". So while others don't understand, I know that it is very possible to simply be depressed. Especially at a young age, as it seems you are. It's a part of life, sadly. Though I do also know that parents can provide anything for you physically, if they aren't emotionally there for you it's a problem. I am not saying that is the case in this particular situation, I am just saying no one should judge you without knowing the whole story.
Other than that all I can do is offer my support. I hope that things start looking up for you soon, take care of yourself.