I'm sad. Everything is going great, but I'm not feeling great
What do you feel is the problem?
I try to express my feelings to my boyfriend about problems, but he is not receptive.  He says I shouldn't listen to other people, and basically rejects my feelings.
If you are feeling depressed, you should seek help.  It is the best thing to do, even if people close to you don't believe you.  We can be unfulfilled inside even if things seem to be going well outside.
I just think that everything will be alright.
Even if you believe this you should still check in with a mental health professional. They would have a better judgement on the situation.