Hi, Daisy.
I had this exactly when pregnant.
Depression during pregnancy is far more 'normal' than a lot of people are willing to admit.
I remember telling people that I felt like an alien had taken over my body, and they just stared at me as if I was the alien - no sympathy at all.
So, don't feel guilty about this - it's not something you can control, but just one of the many wonderful side effects of pregnancy, and it has absolutely no bearing on how well you'll bond with your dc or how good a mother you'll be.
Mine disappeared the moment dd was born (along with hideous morning sickness).
So, loads of sympathy from me.
Just one thing - I didn't talk about this to anyone until I was 38 weeks. (It was a difficult pregnancy for many reasons, and I just kept soldiering on when really I shouldn't have). By then I was more than depressed - I was totally bat shit crazy. Voices in my head, constant crying, couldn't leave the house, dreams of cutting myself etc. And I had FORGOTTEN that it wasn't normal to feel like that. 
So DO see GP/MW asap & tell them & keep telling them til you get some help. I ended up with an emergency psych nurse coming to my house cos the mw thought I was in serious danger of hurting myself (and I didn't tell her most of the stuff I just wrote up there)
Best of luck - and keep talking to people about this. It's just like having morning sickness or swollen ankles. Can't be helped & will become nothing but a distant memory.