I'm depressed because there are people less fortunate than me.
Why would you be depressed because of the status of others?
Because I feel guilty about being successful.
If you feel guilty about your own success, you should think about the factors of privilege that allowed that success. How can you use your privilege to help others achieve what you have?
*cries*
You should let your guilt propel you into action instead of being subsumed by it. It doesn't benefit anyone for you to feel guilty without taking action. It's okay to feel bad for others, but you should also help those in need.