Depression and gratitude via /r/gratitude

So one time when I was feeling deeply depressed I tried to think of all the good things I have in my life in hope to lift myself up, so I started listing all the things I am grateful for, things that I have but many other people don't, and it actually made me feel worse, I started thinking "how could a person have everything and not feel happy?" and it made me feel even more depressed.

How do you navigate such feelings when they arise?