I am very depressed and I have been for a very long time now but I actually have no reason to be sad, I don't understand why?

Long-term depression. Long-term depression needs care. I hope you're working with a primary care physician to care for your general health, and a psychiatrist and therapist to treat your depression. There may not appear to be a "reason" to be sad, but you still need help. Depression can be a very limiting condition, and can interfere with accomplishing your goals in life. Please get help as above. Be well.