I think that it is wonderful that you've found a supportive and loving girl worth marrying. With your reservations, I would definitely work on yourself, and focus on how you can love her before you commit to a marriage with her. I won't say you shouldn't marry her, I would never say that because if she is as supportive and caring as you say, she just may be the right one. But that being said, the goal, in my mind, when you pick someone to be your wife, is to love and care for them for life. So work on learning how to love her in spite of your depression.

Depression itself should not be something to keep you from marrying at all nor even being a good husband in the future. It is your cross to bear and your challange in life. It is an obstacle, not a wall. Learn how to deal with the depression and not behave based on that toward her. Depression is a mood challenge and emotional one but it is not one that has to control your behavior and life. Get a therapist and learn to deal with it and cope with life. Work on becoming a man that can give her what she needs as a wife and you'll be on your way.