Just want to curl up and cry

That's how I've been feeling all day. I feel like I'm not making any progress since breaking up with my ex n 2 months ago. Granted, it's only been a month since I found out about the OW but it seems like it won't end. I just want to give up some days. I keep reading, I'm on an antidepressant, I go out with friends, I go to the gym, yet I still feel like I can break down at any moment. What am I missing or will this pain keep going on?