Girlfriend letting one of my friends use her to dump his depression on?

I've been going out with my new girlfriend for a month now, and things for the most part are really good between us. But early on tonight a friend of mine posted on Facebook that he was feeling **** and my gf posted asking what's wrong, then he posted saying he'd inbox her. So I asked him what's up and he told me he didn't wanna tell me, and told my gf not to tell me as well. So I am feeling angry. I dunno if its because he's using her as a depressive outlet, that she's apparently letting him, that he's also telling her to keep things from me. Heck it could also be that I'm just jealous tbh. What do you think, am I thinking into it too much, or am I right to be unhappy?