I've been really depressed.
That sucks, is something particular causing your depression?
I had a miscarriage a few months a go and it still hurts a lot.
Having a miscarriage is a lost that can be hard to process as your grieving a life you never got a chance to know. It's great that you recognize how this lost is affecting you. However, you should seek out a support group, online or in-person, to help you cope with what has happened.
I'm not going to talk about it to anyone.
I can understand being uncomfortable sharing your feelings, especially the negative ones, but it sounds like you need a professional to help you through this. It's okay to admit you need help when you're depressed.