I'm sorry to hear about your girlfriend's miscarriage. Grief and depression can feel very similar, but also very different at the same time in my experience. It's raw and powerfully overwhelming, inescapable. Depression for me, at least, is numb and lifeless, a void of emotion rather an a devastating flood of emotion.
Like the other posters said, it's very possible that what you're feeling right now is a natural grieving response to a major loss.