Depression after sex normal?

I don’t have sex often, but when I do I feel completely guilty and depressed afterwards, is this normal?

My boyfriend is always super gentle with me and I love feeling close to him like I do during sex, however when it’s over I breakdown. I usually lock myself in the bathroom or closet and cry and call myself a slut, sometimes I even cut or burn myself. My boyfriend will knock on the door and ask me if I’m okay and I’ll just keep crying.

Before sex he always ask me if I’m sure I want to do it and I always say yes but honestly I think I’d rather just cuddle or do something fun. I love him and I want him to have all his needs filled, I want to be able to have sex just without all the guilt and self hatred.

Any advice?