- Investigate what your Employee Assistance Program (EAP) (if you have one) offers. They may have information about how to get help or advice about whether you should talk to your boss.
- Make an appointment with your doctor ASAP. Don't be afraid to talk about this; remember, millions of people suffer from depression.
- Talk to your family or trusted friends and colleagues. They've probably noticed that you are not yourself and will be relieved to talk to you about it.
- Take stock of your current situation: What might be causing you to feel depressed (if it is situational depression)? Are you unhappy at work? Are you stressed about finances? What can you do to mitigate the factors that may be contributing to your depression?
While that's useful advice, I'm still curious: How do people suffering from depression continue to work effectively and efficiently? How do you let your colleagues know -- in such a way that you're not burdened with a stigma or second-guessing?