I want to tell my wife I want to go to therapy but I'm kind of embarrassed

I don't really have anyone I can talk to about this so I thought about asking on here since I've seen men post on here before. I constantly feel like I'm dragging my wife down with my mental health. I struggled with depression since I was 14 and have dealt with some trauma. I was sexually assaulted at 15 and the only one who knows is my wife. She always says she's fine and happy, but I know I cause her stress because she's constantly worried about me. Sometimes ill put a cigarette out on my skin just to feel something. Last night I had done that and I started thinking maybe it was time to see a therapist. I want to tell me wife about it but I'm just embarrassed. My dad always taught me it's the man's job to put on a brave face and hold the family together. I feel like I'm completely failing at that. I want to hold my family together. I've been trying to put on a brave face but I feel like I'm slipping farther into depression. I don't want my wife to think she didn't marry a man. I want to be the man that holds things together, but I'm sure I've let her down because I can't even hold myself together.