I had been suffering extensively because I was unable to conceive a child, despite my doctor's best efforts in my behalf. I heard a knock on my door and upon opening it, I was greeted by a young mother in our ward. I was stunned. Now I'm not suggesting that it is necessarily the will of God that people suffer from depression. I am offering this story as an illustration of how ignorant people can truly be and how, despite their best efforts, they manage to say exactly the wrong thing to someone.
Depression is an illness - a recognized serious illness.
The fact that you have depression doesn't mean that you are particularly sinful or wicked. It doesn't mean that you don't have enough faith. It doesn't mean that something is wrong with your personality or your character. If any emotional difficulties appear to arise, simply deny having them. If we fail to achieve this first ideal and can't ignore a problem, strive to keep it from family members and never breath a word of it outside the family.