Unhappiness and depression is experienced because you do not accept this life yet you do not know what you want. You may be unhappy but you cannot denounce life.
You must accept life, it is your karma. The springboard to reach the other life is to start with satsangs and practices.
When Rama was young, he fell into depression. He would not dress or bathe. He would say, “Everything will come to nothing. Why, therefore, should I do anything?” His father, Dasharatha, could not help him, so his guru, Rishi Vasishtha, explained to him, “Since you were born into the world, you must live in the world with total understanding of the world and divine life. You must experience both and treat them as complementary, not contradictory. Live with luxury, but after some point transcend luxury. There is no need to disassociate yourself from worldly matters. It is not important for a sadhaka to renounce, but it is important to 'add'. Your life is your karma, therefore do not renounce your life.”
I have not renounced my life by becoming a sannyasin. I have fulfilled my desires and karma. So as a householder, you must be a sannyasin at home. Karma is for fulfilment, not only for renunciation. Enjoyment is also part of fulfilment. Real attachment is when the mind is overwhelmed by one idea. The Bhagavad Gita says that you must involve yourself in action but do not desire the fruits thereof; that is karma yoga. Every aspect of life is part of spiritual life.
3 September 1977, Bombay, Maharashtra