This is a negative thought pattern cycle which affects those with depression and social anxiety, these thoughts are what keep people with mental illness from having a normal life and as previously mentioned CBT is what helps to break and control these thoughts.

References

http://www.mind.org.uk/information-support/drugs-and-treatments/cognitive-behavioural-therapy-cbt.aspx#.VkRhorfhDmE , Anon, 2013