I'm depressed but I'm too scared to tell anyone in case they think I'm lying especially my family, what should I do?

Secret depression. Depression is serious, and you express concern about your family knowing how you feel. If you're in college, there's a student health service with nurses, doctors, and counselors to talk to. In high school, there are school nurses & teachers -- but they may need to encourage help from your parents. You can speak with your primary care doctor, and s/he can help you -- along with family if needed.
IU can talk to U PCP. If u want treatment u should not be hesitant to talk about u symptoms , so u physician can make the right diagnoses and can give u the right treatment.