Do I have to go to my GP for anti-depressants?

I really do not feel that I can openly go to my doctors to talk to him about my depression, I am struggling to even acknowledge this is what I have, I feel completely stupid. I rang the samaritans last night around 2:30am as I have been self harming, it got worse last night. I have been drinking a lot too nearly every night, becoming stupidly drunk and last night was the first time I haven't had a drink I felt like I didn't want to be here anymore I was so scared. I have been like this since christmas but things got worse last month due to a personal loss. I don't know who to speak to or what to do. Am I being ridiculous thinking I have depression? It feels like it. Speaking to my family is completely out of the question. Please someone help.