Depression

Why don't you want your parents to find out?
There the ones who can help you get into therapy which is probably what
you need. You also can talk to a teacher, or any other adult you trust, but the end result is the same: going to therapy and let professionals help you!

Perhaps you should talk to your mom first?

The cruel truth about depression is that it makes you believe there is no hope and no one understands or is willing to help. Please call the suicide hot line, google your State & suicide hot line, a location and phone number should pop up. You can beat depression, but please talk to someone. You would probably be surprised how many people have beat or are handling depression. The hot line calls are anonymous. There really are people who want to help, take somebody up on the offer of help.

You need to get to a doctor. Tell your parents you want to see one. Even if you feel the need to tell a fib and say you're getting headaches. Just - I urge you to go and get the real help that you need.

Exactly, and a doctor has a duty of confidentiality, he will not tell your parents if you tell him not to.

Anti-depressants do work. This is something that can be sorted.

Support from relationships, specially family members can help in dealing with depression. Talk to them, see a psychologist as soon as possible. He might suggest you some therapies, medications depending on the level of your depression.
Above all, a proper assessment by the doc might also help you in knowing whether you are actually suffering from depression or it is just sadness which is making you feel so.