Do not talk to your wife. Talk to your best friend, talk to your parents, talk to a therapist, don't talk to your wife. Your wife loves you so if you say you are depressed, she will be understanding and let you lay in bed all day if you want. She will make meals for you, she will do the chores around the house because she wants to help you and you feel too tired to do those things. But depression will only get worse…
That's pretty much never good advice; you should always talk to your wife, that's what a relationship is. If you aren't, your marriage is dysfunctional.