Two of my kids are far too young to understand. My oldest suffered depression when he was about 19 (he's 22 now). It felt good to be in a position to be able to relate and advise. He's coping much better now.
This is what I would do too. If my kids are old enough to understand what depression is all about, I'm going to tell them what I'm dealing with so that they know and not add to it unknowingly.There is no point in hiding your health challenges especially when it comes to depression from your kids because if they are the kind of kids that understands they will try as much as they can to help and support you.