Have they not noticed that you are depressed? What would be your reason for telling them?

I think it is very helpful to have friends be concerned about you. As far as them becoming too worried, I don't think that usually happens. Usually, people underestimate how bad depression feels. Often people don't care enough. If you have caring friends, you are lucky. Just don't wear them out with over-confiding in them. They will expect that you are doing what you can for yourself.