I have screwed myself completely, my depression is terrible?

I was in a relationship with a woman for 4 years, I loved everything about her. I am 29 years old. I had 4 years to get married and EVERY TIME I made a promise to get married, I broke it. I DIDNT want to be with other women, just not ready to be married. The main thing is that she is from a foreign country and for her to stay I had to get a marriage visa, each time I just freaked out! So, she brokeup me with me 4 months ago, she was sick of waiting, went home to her counry and married some other guy. Also, she admits that she married him for desperation. I cant believe this, I have SO MANY REGRETS.I feel SO depressed. You cannot understand how bad I feel. I could have, should have done this so many times and I just didnt! I cant believe I let her go, its sickening! i lost the woman of my life, my self-esteem is so low. We spoke on phone the other day and she admitted that she married bcs. she was DESPERATE but that she is MARRIED! This makes me feel worse! How can I feel better?