100% this, they’re not going to take you away and put you in a padded cell because you’re depressed.
If you’re in-crisis, talk to someone. If you’ve ever made a plan, remove the things involved in that plan (gun, razor, drugs, etc). The goal is to remove the things that might let you act too rashly or quickly. Bad phases come and go, it’s important to remember that the bad will end and try to figure out ways to manage your depression when it escalates.