Do I have depression?

At a very young age, I have been feeling so empty about my life...I remember one time when i was very young, about 11 years old, I was visiting my aunt's sister house, they had a big house, they were relatively wealthy.. Of course i would enjoyed living there, but when we left...I just felt so depressed...I felt that i was leaving this incredible place and was going back to my ******-up environment (my family is about average in terms of economic status, not too rich, nor poor) . That is how i felt. And this mindset has been following me for the next 8, 9 years...
I am an immigrant, I came into America 5 years ago. I always think that being away from family, relative, friends...is one of those reasons why i feel depressed about life. Actually I just went back to my country 2 months ago, thinking about the grandma that I finally get to see and my little cousin who was only a young baby when i left...all of those are so emotional to me.
Something is wrong with me, that is for sure. Most people I met have no intention to look back, but I am just emotional..

Any advice, comment or experience?
I appreciate it