Up to a third of women have pregnancy related depression at some stage so it's really common. Tell your gp as sometimes they have someone you can talk to for free and it might only need one appointment to talk things through. The important thing is not to keep it to yourself but tell your gp/midwife. Also tell your partner if they are good to talk to so you have support.
Sorry no one has posted yet. Depression is really common in pregnancy. I'm fine but suffered quite badly a few years ago. My secret remedy is sunshine & exercise. It's the only thing that worked for me.