It's important that you do something about it
Remember also, that your family doctor is bound by privacy, so can't legally mention it to your family or friends.
That out of the way, depression isn't a 'weakness' or something you should be ashamed of. Here in australia, 1 in 5 people suffer from depression, and sadly 1 in 3 of these people never seek help.
Depression is usually a lack of / mal-adjustment of serotonin levels in your brain.
THIS IS IMPORTANT- when you see someone, it is VITAL that they only put you on a SEROTONIN REPLACEMENT drug (such as Zoloft), as opposed to uppers / xanax etc.
These tablets are not an instant fix, and often life circumstances have to be adjusted too, so it's generally a good idea to let family know what you're going through.
In addition to that, studies show that it is also genetic - so you could be experiencing something that your family has already been going through.
Incidently, I know about this, I went through it a few years back.
Take care, and make sure you're not put on hard drugs.