Why do depressed people feel inappropriate guilt?

Guilt: Dynamically speaking, guilt relates to self blame and negative self concept.

Guilt & depression.: Thought processes can become distorted with depression. A person may view themselves & their actions negatively & unrealistically. They may feel responsible when bad things happen that don't even fall under their purview. They may be quick to blame themselves & even minor transgressions can become a major focus for them.

Guilt: There is no one easy answer to this question. I can only best describe it as being many feelings of unfinished business that can be explored safely and in depth in psychotherapy.