It largely depends on what you have failed at and how deeply are you considering that as a failure and not how deeply the society thinks you have failed.

The ways to deal based on what failure you might be facing would be:

1. Find a support group that has faced similar circumstances and connect with them. Either in group meeting or meet some of them individually and offline.
2. Spend more quality time with your family and let them know how you feel and how much you love them and wish to bounce back. They would surely offer you the love that you most need
3. Find the friends that believe in you or even that one friend who is non-judgemental and put your heart out from what went wrong to what could have gone better to self-loathing to else bit**ing..
4. Find a new hobby that can make you feel awesome and engage your creative energies. All of us amazing creative energies within us and no failure is capable of containing them.
5. Relationship failures might be the ones that are difficult to deal because they come in various forms and intensities. If you have a situation of this sort find a therapist is above 4 steps are not of use.

Above everything else: remind yourself ‘This ain’t the end of the road and the journey is more worth than the destination!’

I highly recommend that you read my book: Imperfections