I will pray that you go to a doctor and get some help for this terrible depression. You are not alone and things can get better. Not having a job can be a trigger for depression, but that is not necessarily the underlying reason for your sadness.
I went through a deep depression about 15 years ago when I was bed- ridden with Rheumatoid disease. God helped me, but so did the doctors. The last three years I have failed 4 major drugs. I am in constant pain, but I can honestly say, I have a real peace that God is in control.
God gave me this verse, to help me through my depression. I realized God understand the cry of our heart.
"Why am I so depressed?Why this turmoil within me?
Put your hope in God, for I will still praise Him,
my Savior and my God." Psalm 42:5
Please put your hope and trust in God! He is in control and he will not fail you.