I think I'm tired of my depressed friends.
why are you tired of your friends' depression?
They're always sad and it makes me sad to hear their sadness.
You call them your friends and you're annoyed with their depression. You should be there for them to support. It's wrong that you get tired of them.
You don't have to be sad with your friends when they are sad.
While that is true, you should at least be there to listen to them when they are feeling down.