If you don't formally disclose it, then if they take action against you which *may* be due, at least in part, to the depression, you will be unable to get the protection of the ADA and other anti-disability (depression is a disability for this purpose) laws; you also cannot request a "reasonable accommodation" (some reasonable change in rules, procedures, etc. to let you better do your job despite depression). This is because the employer has no obligations regarding a condition or disability of which it is unaware.So disclosure gives you certain legal rights. On the other hand, if you have managed your depression well so that they employer is not aware of it, if you disclose it now, that may change how managers, etc. view you and interact with you. Therefore, there is no simple or easy answer to the question: you  have to balance your possible need for legal protection vs. any impact on your relationship to your job and how you are viewed at it.