Rabbi Mordechai Machlis (Jerusalem) once made an extremely helpful statement:
He said that there are so many people who constantly regret one specific sin they made in their life. Something is bothering them because they know that they have done something wrong. With this awareness they carry on asking themselves whether G-d would ever forgive them.
A person deeply regrets his sin but is G-d willing to do forgive?
Rabbi Machlis said that, many times, we are so worried and feel so terribly guilty whereas G-d has forgiven us a long time ago. The feeling of guilt is still in our mind because we are not able to forgive ourselves.
What we should learn is to forgive ourselves and not be to strict upon us and thus end up in depression.