I edited my original reply because I didn't read your post closely enough!

I don't see why you need to share anything except the supplements you are taking (doctors should know what's going into your body). And there's a simple answer to that: "I take the supplements to deal with some mild depression (if you want, you could add "that I'm addressing in therapy").

If you feel the doctor is pushing meds--which is probably not likely if you don't ask about them or complain about worsening depression symptoms--I think you could just say, "Thank you, I'll keep that in mind."

As everyone else has said, my mental health is generally the last thing on the GP's mind.