Depression

How do yall go to the lord: if you are depressed? I know it's wrong but I don't, all I keep wanting is to see my doctor and get pills. I want help but im too embarassed to see the doctor in the first place. But im really struggling and I feel like I'm falling into this pit of nothing again. Im not sure how to function anymore. I don't know what to do. I just want to stay home and sleep and pretend none of this is real.