And that's just how depression works! It doesn't matter whether you have a sense of humor or not. It doesn't care if you're a positive person or an objective person... when depression strikes (and we mean Capital, Clinical Depression, of course), it will make you feel that nothing is funny anymore. Under the influence of depression, you'll have a really hard time enjoying any activities that you used to love, or even to function in a productive and balanced manner.
So what can you do when you realize you're stuck in the unfortunate, crippling web of Depression with a major D? To begin with, you should keep in mind this is just a sickness, and one that's very much treatable. You should consider seeking professional help that will offer such treatment, since that will be a major help. If for some reason you can't afford it or aren't ready to take that step, you should at least get to know your enemy.
Read about depression, understand its causes, learn to cope with it by making adjustments to your diet and schedule... there are many treatment avenues that you can pursue simultaneously, to overcome this problem as soon as possible. Whether or not you get on the way to recovery... that's entirely up to you, though!