When you already have a low sense of self-worth, you are not inclined to tell others about your "weaknesses" or afflictions. While it is not advised that you make an announcement about your diagnosis, keeping it a dark secret implies that it is something to be ashamed of and gives it a power over your thoughts and self-concept that it does not deserve anymore than any other aspect of who you are.
Cognitive Behavioral Therapy has been successful in helping people understand the effect of their illnesses on their lives and putting into action ways to improve the quality of their lives with new attitudes and behaviors. Narrative Therapy is based on the idea that the stories we tell ourselves define who we are and how we act. A recent study conducted and reported on by the University of Haifa http://newmedia-eng.haifa.ac.il/?p=3052, found that people who went through a Narrative Enhancement Cognitive Behavioral Therapy (NEBCT) experienced less self-stigman than those who did not. NECBT combines those two therapies. providing the best of both.
When you, yourself, do not feel shame for depression, anxiety, or bipolar disorder, you become freer to act in ways that more positively influence your moods and your choices. In some cases medication may be necessary to, as one patient described, "put a floor on" the formerly bottomless pit. Therapy can help you move out of that pit.