I think that being depressed uses so much energy that little things get us down easily. When something seems to go wrong it means we have to take action to correct it. That entails concentration and effort. If our store of energy is being used just to maintain then yeah, you get irritated. I also think that our level of frustration in life is also at a natural high since we don't get our needs met. That also makes one irritated. Perhaps you can just give yourself permission to be frustrated and irritated for a few minutes-- then let it go.
I'm a victim of jealousy too. Haven't found an effective coping mechanism for that one. I hate it. It makes me feel so petty. I really do want to be a decent person and that spoils it.
If you come up with a good way to cope with jealousy please post it.