I am depressed and I feel like I am a burden to my children?

Get immediate help. No one should struggle with depression on their own. Please seek the immediate attention of a psychologist or psychiatrist. They can help you diagnose your depression and offer treatment suggestions. Do it for yourself as well as your children.
Depressed. Hope is a powerful medicine that can heal wounds. Setting up an appointment with a mental health professional for psychotherapy is an important first step to help u work through your issues & regain self-confidence. There are many out there like u who benefited from the support & guidance they received.
Professional help. Fully agree w dr. Charlap. You are the only one who can fight this depression. Your children can not fight it for you. If you are not already working with a good behavioral health provider - that is imperative. You may need talking therapy (like cognitive behavioral therapy or psychotherapy) as well as psychotropic medications (such as antidepressants). Exercise, eat healthfully & don't lose hope!