Support

So I just received my first ever (I've been in the workplace for a decade) "first and final warning" at my new workplace after making a silly mistake. I work really hard, and they've praised me to their management because I was picking up everything really quickly (they said faster than anyone they've employed before). It just felt like all of the good feedback I was getting was thrown aside once I made one mistake.
I guess I just need some support because I have depression and anxiety and this is really getting to me. I don't want to talk to my family about it because I feel disappointed and embarrassed in myself. I never even got detention when I was in school let alone a first and final warning.
I don't like disappointing people and right now I just feel like a massive failure.