always depressed

So I am yet to go see a proffessional. I wonder if what I feel is normal or actually requires medical attention. It seems recently i feel constantly depressed. What's confusing to me is that I excersize regularaly, eat healthy, am motivated at work, never let others affect how I feel, still ambitious, never get stressed, realize i have so much going for myself but feel so down and alone.

I live by myself with my closest family 3000 miles away and although I have many friends who will do anything for me, i can't help but feel completly alone and depressed. I second guess myself all the time and have been loosing my self esteem a lot. I realize it is starting to affect my interaction with men. Whenever I go out I constantly seek male attention, and although I will not go as far as a one night stand, I need to attention, the flirting, the physicalness or I go home even more depressed. And I am sure that because of how I feel, i end up putting myself in the position where any guy who shows interest is currently in another relationship and that just makes me a little more depressed. I get the whole "your perfect, everything i have ever wanted, but I am going to go home to someonelse" situation which just worsens how I feel about myself.

I blame myself for a lot of things and have recently tried to find anything I can change to make myself more appealing. I always look down on myself and cant spend a second alone without getting depressed. Its starting to affect my interactions with my friends and I have noticed I have started drinking more as well.

What the confusing part is that if I am out with friends, I am ok for the most part, at work I function great, still succeedding and accomplishing a lot, am motivated, inspired etc. Its just at night or alone times I get thinking.

What should I do?