Sometimes I have not wanted counseling, too, and then tried to find other ways to solve problems. And counseling is not the only way for everyone. They say life is a great teacher, too. You may be able to find help by posting here, going to the library and finding books on how to relieve depression and how to forgive yourself. We all make mistakes in life. There isn't anyone who hasn't. You said you are unhappy in many ways with your relationship and that is an issue you might also want to focus on to try and alleviate the depression. There are books on improving relationships if you are interested. Of course, there is also marriage counseling. You might want to just keep the idea "on the back burner" and give it some thought sometime if other things don't seem to help enough.
If your depression is interfering badly with your life, too, you might want to tell your doctor about it. Sometimes antidepressants can help a lot. They are not for everybody either but they help a lot of people when they can't pull out of that pit.
I'm sorry you're having such a rough go of it and hope I've been of some sort of help. Remember your're not alone and not the only one who's done that. Been there, too. There's lots of helpful, caring, nonjudgemental, knowledgeable people here who are willing to "listen" and share there thoughts. Hope you'll hang around.
<font color=green>"Each friend represents a world in us, a world not born until they arrive, and it is only by this meeting that a new world is born." Anais Nin
</font color=green>