No—even the most pious people experienced moments of despair. But we are also taught not to wish for death and to seek help when we are struggling.
We learn from the Quran that Maryam, the mother of Jesus, asked God to hasten her death while she was giving birth. This is a woman who was among the most pious and noble of people to ever walk the face of the Earth. Even those around the Prophet ﷺ—such as a young man who expressed to him his wish to die—experienced these sorts of thoughts.
However, the Prophet instructed us not to pray for death. He taught, “None of you should wish for death due to a calamity that has afflicted him. Yet if he must do something, let him say: ‘O Allah, keep me alive so long as life is good for me, and cause me to die if death is better for me.’”
In general, we should approach life as something categorically good: The believer is taught not to hate this life, but to instead see it for the profound blessing and gift that it is, and to keep negative things in perspective.
Along the way, do not suffer alone or in silence. There is no shame in seeking help. To reach out for help in this regard does not make you less or worse of a person. If you are seeking help to be healthy and whole, that is in itself a way of honoring the life that God has given to you. It is an act of worship, not an indication that you are a bad person.