A common feeling associated with depression is worthlessness. So if you don't feel that you add up to much, you probably don't want attention. Like when you've done badly in a test at school, the very last thing you want is someone saying "Hey how did it go?" and if you know you did badly because you didn't do enough work then you don't want someone to say "Never mind, I'm sure you tried your best." or even worse "Well you should have tried harder."

So, if you feel bad about yourself, you are bound to feel anxious about what other people are going to say. You're convincing yourself that at best their attention will be insincere (you tried your best) or at worst insensitive (should have tried harder).

I think Zinco is right, we do need gentle validation to remind ourselves that we're not all that bad and we do have good qualities too. Try to remember, as uncomfortable as you may feel, that being nice to others helps some people feel better about themselves, so try to do your best by them even if you don't feel deserving.