Trying to describe your depression to children can be quite a challenge. Children, especially the older ones, will notice those days when you are unable to hide the tears and when you need time alone to let the more difficult days pass.
Therese J. Borchard offers some great advice in an article on Psych Central. The most important point in the article, I believe, is the last one where you explain to your children that the depression can be treated and that you will begin to feel better with time.
To further explain what it means to be depressed, there is another great article from GoodTherapy.org. A child may find it difficult to understand what it means to feel that there is little hope, and the article provides some great analogies.