I have an idea! Ever seen Steel Magnolias? You can do what Clairee said her nephew did (well your variation). Her version of the details about her nephew:

"Marshall without so much as a hello says, "Mama and Daddy. I have something to tell you. I have a brain tumor. I have three months to live." Well, naturally Drew and Belle became hysterical. Then Marshall says, "Hey folks, I'm just kidding. I'm only gay."

Your version:
"Mom and Dad, I have something to tell you, I have a brain tumor. I have three months to live. Just kidding I just have Depression.".

Ha! Ok, seriously, what about your mom? Would she be sympathetic. I also like the question LetsGogh had. Can you handle whatever their response is? In other words can you deal with the chances of it being negative and not letting it impact you mentally and emotionally? If no, then I probably wouldn't tell them. Hugs to you!!!