Depression

I'm 21 and I've struggled with depression for as long as I can remember. There were some points where I did get better but recently, I started to get bad again to the point I went back to self harming after I had stopped 2 years before. 
I don't know what to do because my anxiety feels worse and I don't feel myself get any better. I've never gone to see anyone for help before and it's always been hard for me to reach out for it. I don't want to seem crazy but it's honestly killing me every day...advise?