Studies have shown the smarter you are, the more depressed you are likely to be. Now I feel this on a painful level myself, I always had much higher levels of depression than people around me and was always slightly smarter.
Why is this though? Well here are some of my theorie
Stimulation - A person who is smarter will require higher levels of stimulation to not be bored. A normal persons everyday life covers enough mental stimulation to satisfy there thinking needs. They will be happy with simply working out the maths of there grocery list, and the money handed back and forth at work as a cashier. However smarter people can do that quite easily so its very boring. Meaning to be more satisfied they will have to pursue goals that require higher levels of Maths or whatever it is they have studied, perhaps, engineering or software even.
Things You Cant Control - Don't get into big world events you cannot control. This may make you less informed, but it seems to make them happier too. When I debate subjects online about huge world issues regarding politics, environment and social. I realise it actually makes me more depressed because I cannot make any difference in the world to these issues because they are outside my control. I need to let go and only thing about the things I CAN CONTROL.
Simplify - I noticed people that are very happy with a simple life only worry about the things in there life. For example, they don't think past beer, watching sports and there truck. Thats the most important parts of there life and by sticking to it they need to overload there brain with too much worrying thoughts. Keep it simple.
Maybe You Aren't Smart At All - Intelligence is pretty subjective sometimes. My english is pretty damn bad because I never took the time to learn to spell everything perfectly, since I have A.D.D I tend to skip a lot of things that are important making me seem quite dumb sometimes. This may give me the illusion I'm smart because I can learn things quickly, but I'm not because I make careless mistakes. So before you diagnose yourself with this problem, make sure you are as smart as you think you are.