Well I’d have to say first of all that I’m not Burnham’s therapist, just a fan with a Medium account. But I used to ask the very same question, and when doing research for this piece I found multiple instances in which he insisted he does not suffer from depression. I’m struggling to find those sources again now, or otherwise I’d share them. Social anxiety, he’s admitted to, for sure. Being sick of performing stand-up to the point where he’s not happy doing it — that’s heavily implied both at the end of “Make Happy” and to the New York Times. But that would be it, in my opinion. Thanks for reading and asking that!