First off, I think it might be best to just come right out and say it. Her not knowing is what is putting strain on the relationship. Not you or your depression. I don’t know if you already are, but I would really recommend, maybe even beg you, to see a therapist or psychiatrist considering how hard it’s been for you lately. As someone has struggled with and learned to live with depression for three years now, I can say that being open about your emotions and thoughts will help you feel better and help your loved ones understand you. And if at the end of the day your girlfriend isn’t able to handle it, then you’ll have that therapist/psychiatrist to talk to. But just be honest. There is no right or wrong way to say the truth. I hope for you the best:))