How do I cope with a sibling telling me my depression is a burden for them?

I'm sure it can be a very difficult thing to hear from a family member, the truth is depression is hard on everyone. Because it's hurting you, someone they love, that can be painful to deal with. No one likes to see someone they care about hurting so much and going through such a difficult time. It can be tough on people around you, but it's not your fault. You didn't choose this, you didn't cause this, it's just something that's happening to you. It's okay that people are having a difficult time with it, I'm sure it feels like a burden on you as well. It's important to remember that YOU are not the burden, they are not feeling negatively towards you. It is the depression, which is separate from you. Try to keep reminding yourself of these facts, and try to not take it personally. Sometimes people can say hurtful things when they're stressed out, but they usually don't mean it in the way it comes out.