I have the same problem. Sometimes when I'm depressed, I prefer to have them snuggled next to me. I will cry as I pet them and feel so grateful to have them because I feel I don't deserve how much they love me. During more extreme depressions, I feel nothing but guilt surrounding them. I have 3 dogs and they are right next to me, 24/7. I usually enjoy this but during dark depressions I don't want them near me. All they represent is another failure When I'm in this dark place. They need things from me I cannot provide during this time. They are used to an over abundance of affection and definitely take note when I'm like this. At these times I feel so guilty and think they deserve so much better than me.

You are definitely not alone.