Ashamed to tell Dr. about depression?

My daughter is 4 months old. Ever since I've had her I've been so sad. I cry every day, several times a day. I feel helpless. All I want to do is sleep or shop (it's been my way of coping with sadness for years) I love my daughter so much. She means the world to me, but I just can't shake this sadness. On top of depression I'm constantly anxious. My heart is always pounding because I'm always worried about something! I just feel out of control. I'm sobbing while typing this! I want to get help so badly, but I'm kind of ashamed and don't know how to tell my doctor. I can't turn to my husband because we are on bad terms because of my depression. He doesn't understand what I'm going trough. I really want to feel some relief and feel like I need to be on medication. Any advice?