I feel like I don't want to open up and talk to my friend when I'm going through a depression
Why do you want to avoid talking about your depression with your friends?
They would not understand and it's something I don't want to put in words.
It's understandable to not expect people to know how you feel, but you shouldn't assume others wouldn't understand how you feel. They could understand and be able to help you get through hard times.
Why are you trying to make me feel bad, everyone is the same. You don't understand the situation I am in.
If you feel really depressed I would recommend getting professional help. I think they can really understand you and provide you tools to cope with life.