Sounds like that is the depression talking. My mind tends to go to that place when I'm going through a depressive episode or even sometimes when I have a bad day. Are you currently getting treatment for your depression, or trying any healthy coping techniques such as exercise or doing something else you enjoy?
Mental illness is a pain in the butt and can really cloud our view, giving us the perspective that life is not worth living. But it definitely is worth living, and there are good things in life to experience.

Maybe it would help to write down a list of things you enjoy doing and try something from that list when you are feeling this way. I hope your mood improves soon.