I've also had problems with beating myself up over not keeping up with players above my ability, and other overly self-conscious and self-deprecating thoughts.
But then again, if those people you play with are willing to play with you over and over again, I'd say that you have nothing to worry about! I think taking the time to identify and attack specific weaknesses in your game would be the best way out of your "tennis depression." It definitely helped me to focus on more specific things; it got the fear of inferiority out and got me improving again.
Hope this helps; good luck!