I deal with that feeling all of the time during my depressive bits. It's not necessarily the depression, but how it manifests. If I'm not about to imminently... do something stupid, I'm ashamed of it. My depressive episodes (before they get really bad) manifest as neglect. Neglect of my appearance, my obligations, of sleep. Inability to get out of bed after the fact I can't sleep. How can I face everybody and say, I couldn't do A, B and C because I couldn't get out of bed and that's it. Yes, it's depression, but I sometimes can't seem to convince myself that something so small can and does screw with my life so much.

Best advice I can give is know your particular illness. Bipolar manifests slightly differently with all of us. If you can figure out how depression and mania manifest for you, you can then make a game plan for when the illness strikes and more importantly how to navigate your life with the illness. Easier said than done. I should know. I'm still working on it.