Hi and welcome to DWD. You will never be judged here. Everyone here has their own experiences of depression and mental health illness - either through their own experiences or those of a loved one.
I know you personally, so my reply will be more personalised....
I am more than sure that your girlfriend doesn't feel that you are a burden to her at all. You need to talk to her, be honest with her and tell her what's in your head - she won't judge you, she will just hold you closer and help you through it. She adores you just as much as you adore her. You both have your own issues and the only way you can get through things together is to keep talking to each other.

I think it might be an idea to keep an accurate mood diary and to see how things genuinely are and then maybe think about speaking to your Dr?

By the way, it's good to see you here... You're a great guy.