And let's be blunt - if you're depressed, there's a good chance that it's having a negative impact on your relationships and work performance. All sorts of abilities go to hell with depression. Your communication and cognitive skills are very possibly affected, so it may be that your life is indeed deteriorating in certain ways, but the only thing that will make a permanent impact is treating your depression.

So if you're thinking about making a major life change and there's a chance that you're depressed, take some time to find out if you could have clinical depression. Make an appointment with your general practitioner specifically to talk about this (don't beat around the bush). If you do, get treated with therapy or medication or both.

When you start feeling better in general, if you still perceive problems in your relationship or work situation, then you're in a much better position to judge what can be done, if anything, before chucking it all.