Depression around criticism

If you are finding that you get depression around criticism then you may be suffering from a Sociotropy type of depression. One way I look at this is to see it as your own concept is overly dependent on the opinions of others.
You may want to consider seeing a psychotherapist for this as you can learn to get the tools to cope with the thoughts that it will automatically come up in this situation, especially the self critical ones. A therapist that specializes in using CBT (Cognitive Behavioral Therapy) or ACT (Acceptance and Commitment Therapy) may produce the best results.