Someone please help me

I have been battling depression for a long time now and don't know how to fix it. I workout, play video games, and exercise and I still don't feel happy at times. Sometimes at night I will just cry and wonder what am a doing wrong in this world. I recently broke up with my gf and that has made things so much worse. I don't know anymore maybe am just lost in my own mind. But maybe one day I'll be gone and all my worries will disappear...