As someone who struggles with depression himself - it's best to keep all that stuff away from her. Avoid 'leaning' on a girl for direct emotional comfort. If you have to, talk and vent with your mom or someone very close (family) like that. Now, that doesn't mean you can't get emotional comfort from her... you just have to do it indirectly. Things like hugging or other occasional nice things. You can enjoy being with them.
Here's the truth - nobody knows how to deal with anxiety and depression, and if that person has never experienced it before, they will never understand it. You have a shot of understanding with people that also have had or having depression, but even then. Don't seek to lean on them. You can talk and having a friendly discussion, that's fine. But... seek to keep the deep stuff out or it.
If the subject ever does come up about it, I wouldn't lie about it. First, don't seek to bring it up. But if it does, state it as a fact, like it's a non-issue. Something you can shrug about. 'Yeah, I have depression'. Much like, 'Yeah, I have a car' or something. Definitely not '*sniff* Yeah, I struggle with depression...'. It takes too much emotional understanding from that other person, and they won't get it. They can 'know' mentally that you have it, but don't let them know it emotionally.
That's my advice.