I'll mention it to almost anyone if it comes up in conversation. (Since I am in a better position than many other people to disclose this sort of thing, I am often on the lookout for an excuse to talk about it, to contribute to increased awareness.) I don't really "announce" it, but I wouldn't have an issue with, for example, mentioning it on a social media status post.

However, I always refer to it as something like "I have a depressive disorder" (or "I'm in a depressive episode right now"), so they'll understand it as a medical problem.