I have seen other devotees who experience this depression, and therefore I know how painful it must be—especially the feeling of loneliness and futility. Everyone needs to feel needed and wanted. It is natural to feel that way, because every living being exists for Krishna's pleasure. The problem is that without sufficient realization of Krishna, we cannot trust anyone who appears to either need us or want us. The long chain of exploitation is carried from one experience to the next in this material world. Frustration goes deep, and we can easily turn towards impersonalism if we are not careful. Our only choice is to turn to Krishina.You may ask, "How?" My answer is, "With deep prayer." Krishna wants only your love. He does not care about anything else. Just do something for Him. Chant for His pleasure. Pray for His pleasure. Hear His pastimes for His pleasure. Do not do these things because you have to do it. What comes in return cannot be compared to anything else within this entire cosmic manifestion. It is the experience of love that Krishna has for each and every one of His parts and parcels. If we want to experience this genuine love, we simply must offer something to Krishna with love.
(Collected Letters to My Disciples, Pg 198, last Paragraph)