Honestly, I think this goes a little deeper than simple envy or wanting a girlfriend.

Either way, focus on what steps are needed for you to achieve whatever it is that you desire. For example, you desire to find a girlfriend. What can you do today to work toward becoming a person that a girl would like to date? Maybe that's working on your conversation skills or your physique. Maybe that's finding a hobby that you enjoy and getting good at it (after all, most people find partners in hobbies that they both enjoy). Maybe it's all three.

Keep a journal. Compare yourself to who you were yesterday, a week ago, two months ago.