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I can see why you are upset. But I also see why your employer did what they did. Under the American's with Disabilities Act (ADA), an employer has to make reasonable accomodations to an employee that has a qualified illness.
Depression can be an illness under the ADA. Your employer was probably just trying to let co-worker know, so that they can give you the space you might need because of your depression.
In any event... its not illegal. But you could let your employer know that you would appreciate it if they didnt share this information again.
HIPAA doesnt apply, because you are the one that told your employer. You went to your work, and asked for special treatment (help getting treatment)- it wont be held against the employer now).
I understand your complaints, but the cat is out of the bag... All you can do now is try to control the damage. Like I said, I don't see anything illegal; unwise and sort of uncouthe, yes. If the employer starts discussing your medical issues with other employees, you might be able to make out some sort of claim. But I would ask them to stop telling people, and move on.
I would have a sit-down with your boss and any of your supervisors that now know about what is going on. Since your boss already knows about the issue, you won't have to let even more people in on everything by going through HR. Because you have been treated for this previously, and if it affects one or more major areas of your life, you are likley a covered individual under the ADA. This is also a medical condition. I agree with your previous expert that HIPAA does not apply here, but your employer is walking a thin line here regarding invasion of privacy issues. They can probably get away with telling anyone in your direct up link of management, but not other employees or managers. It sounds like you have a pretty nice boss, so hopefully, he/she will take care of this right away. Also, on a side note, this has helped a couple people in my extended family that have been battling depression: http://altmedicine.about.com/cs/herbsvitaminsad/a/5HTP.htm My best to you and I hope you start to feel better soon!