This is very interesting:
[P]sychiatrist Paul Gilbert of Kingsway Hospital in England and his colleagues found in 2012 that a fear of happiness correlates highly with depression—but that the dread manifests in numerous ways. “Some people experience happiness as being relaxed or even lazy, as if happiness is frivolous and one must always be striving; others feel uncomfortable if they are not always worrying,” Gilbert says. “It is not uncommon for people to fear that if they are happy about something, it will be taken away.
I can certainly relate.