depression, obsessive compulsive disorder (ocd) , anxiety attacks and other neuroses are not things that are imagined or "all in your head". they are real medical disorders.
they are not signs of weakness or personal failure. but one should not simply handle any of them alone on his/her own. safe and effective treatments are available.
some disorders, like depression and ocd, may be caused by an imbalance of a naturally occuring chemical in the body, serotonin, nicknamed "the happy hormone", the imbalance of which is often triggered by some stressful events. so look at these disorders as emotional cold or flu. no big deal really. go see a doctor. they'd probably be cured before one knows it.