I think I have psychotic depression. But I don't want to go into treatment. How can I make it go away on my own? I don't want people to know about it.

See a psychiatrist. Depression can have an insidious onset that can have a huge impact on your quality of life. Seeing a psychiatrist for an assessment can quickly clarify the underlying problem.
Depression . Depression with psychosis is a serious medical condition requiring a treatment regimen by a doctor. Since the treatment regimen typically involves medication, it will not go away on its own. Depression with psychosis involves constant sadness, hopelessness and feelings of unworthiness which are further complicated by symptoms of psychosis such as delusions and hallucinations. The medications prescribed for depression are meant to correct chemical imbalances of neurotransmitters in the brain and/or to control anxiety. Please seek medical attention so that the proper regimen can be prescribed for you. "going into treatment" as in 'being admitted' to the hospital may not be required if you are able to understand your condition and follow medical instructions. People with psychosis are usually admitted if they pose a danger to themselves or others and are placed on the medications until the person's psychosis resolves. If you do not get treatment, your psychosis may worsen, you can become delusional and you may do something that weill result in an arrest and/or an involuntary admission to the hospital. It sounds like you are able to understand your condition and can take the steps to follow a doctor's regimen. See your doctor.