I Battle Depression

I feel so embarrassed.I went to work yesterday and a co worker ask how I was feeling I usually lie saying I'm fine. But yesterday was different. I didnt answer at first but my voice started getting choked up and I tried to say ok but I ended up covering my eyes and crying. He ask me if I wanted to talk. I shake my head no. He then says I'm here to talk if you want to. Do you want me to leave u alone right now. I shake my head yes. And he left me. Before his shift end. He told me that he hopes I feel better. I still dont know how to deal with it or what to do but I'm still figuring it out.