My experience with depression has led me to the conclusion that the self-loathing, self-hatred, self-pity, negativity/pessimism and the nihilistic worldview that comes with it, as well as actions such as self-harm, suicidal rumination, putting yourself down et cetera can be weirdly addictive. 

I guess certainly in a way depression becomes our comfort zone, and when we try to break free out of this horrible way of living we are met with our self-defense mechanisms in charge. We desperately yearn for help, but when we get the help we were looking for we don't accept it. It seems that at least in my experience I was addicted to the self-pity factor the most. Where I'd feel bad about myself, and when someone tried to make me feel better, I acted like I was being attacked, and bring up a million other reasons why I deserve to die. 

And in my experience what helped me actually break out of this cycle of misery was actually recognizing that this was happening in the first place. Self-awareness certainly goes a long way. Now I of course am not a professional (At least not yet), so I can't say that a certain thing will break you out of this, I'm only speaking for myself. So what I did was I recognized this, and then each time it happened (self-pity) I paused for a second, and then stopped doing that. Eventually I got out of this addiction. Am I still depressed to some extent? Yeah, but it's actually bearable now. I feel that I am stronger now. 

Just wanted to put this out here, maybe someone can relate or even find it interesting. Wish you luck.