My 1st question is are you 18 or older? I'm guessing not based on this post. Do your parents look down on therapy? Have they ever made comments even in passing that make you think they would? Try just telling them you really feel like you need to talk to a professional. If they try to push for reasons tell them you're not really comfortable talking about it just yet and that's part of the reason you feel like you need help.
If you are glad the attempt was unsuccessful then I am happy you're still around. If the fact that it failed makes you feel worse you have my sympathy. Something I am learning the hard way is you don't have to have a reason to be depressed. When I sought help I believed you did so I made stuff up that I was depressed about. If you don't have a reason you're depressed that's fine. Tell the professional that. If you do have a reason that alright as well.
Know that here at Pysch Central (PC) we all suffer in some way or another. You will find support here. Bullying and mocking are tolerated here. If that happens to you not only will the wonderful mods/admins take care of that person many others will step up and put that person in their place. I say all of that to say don't be afraid to speak your mind on here. You will be surprised to find there are others that are in similar situations and dealing with similar problems.