You definitely can have breastfeeding depression- or rather WEANING depression. Producing milk includes producing hormones that make you feel good. Here is a quote from kellymom.com: "It's not unusual to feel tearful, sad or mildly depressed after weaning; some moms also experience mood swings. These feelings are usually short-term and should go away in a few weeks. This is caused, in part, by hormonal changes. One of the changes that occurs with weaning is a drop in prolactin levels. Prolactin, the hormone that stimulates milk production, also brings with it a feeling of well-being, calmness and relaxation. The faster the weaning process the more abrupt the shift in hormone levels, and the more likely that you will experience adverse effects."
So at least part of your sadness might be hormonal. Personlly, I love breastfeeding. I found it an amazingly convenient way to feed my baby, give immune/health support, help confort through illness, deal with my son's allergies and asthma, and just strengthen my bond with my "baby." My now 2.5 year old weaned himself just after he turned two when my milk dried up from a new pregancy, or who knows, we might still be nursing.
It doesn't have to be all or nothing. Maybe feeling sadness is in part just because part of you really weren't ready to stop! If it hasn't been too long (like more than a couple weeks) you could always start breastfeeding again, and put limits on the relationship if there are parts about it that bother you.
Do what feels right and I'm sorry you've been feeling down!
Best wishes,
S.