I unfriended my depressed friend. She was very demanding and refused to accept criticisms, but she tried to be a friend, and that's what makes me feel guilty. She has depression and anxiety, but I'm not the kind of person who's patient and understanding enough to deal with someone who gets angry at constructive criticisms and isn't willing to help herself. She asked me if I only befriended her out of pity, and I said "yeah a little" because I'm a very straightforward person and I'm not a very "empathetic" person per say, and yes that's a horrible thing to say, but I wanted out of the friendship that made me so anxious and unhappy all the time. Our friendship lasted for about 2 years, which was rather long considering that I only befriended her out of pity. It ended unhappily, with her telling me that I was selfish, but I know I couldn't put up a fake front anymore and I feel more liberated than sorry. Can someone tell me if what I did was right? Ending the friendship? I wanted to be a more understanding friend as well and attempted to make it last, but she really made me lose my head, any advice on that?

Like anyone else, you are free to choose whom you want to befriend or not. For whatever reasons, it's your freedom to do that. Don't beat yourself up for it.

Well , she certainly needed your help.
But you have the right to do whatever you want , and whatever makes you feel good.
If you where able to help her you would stand but her side.
But maybe this way its better, you couldnt offer her a lot anyway.