Hi, I'd like to help you with your question.
It is not necessary to disclose you have depression, though if you choose not to it can affect your treatment.
Occupational therapists are there to treat you holistically. They want to help you develop the skills to work and live independently. The goal is to have you have a high quality of life. Because of the nature of their work, they often work with mental health therapists, psychiatrists, and other community mental health professionals because mental health affects your whole life.
Your depression may be affecting your quality of life more than you realize. It can cause numerous symptoms and affect how you sleep, eat and work. The occupational therapist can help you find ways to increase your productivity and independent living by working with your doctor and other professionals caring for you.
If you are concerned with confidentiality, you can talk with your therapist and ask how private your records are (I believe they have confidentiality rules just as a mental health therapist or doctor does) and who has access to them. You also need to give permission for the therapist to talk with other professionals that are working with you, so if you choose you can refuse to let the therapist share. But it is in your benefit to let the therapist know.
Also, you do not have to tell the therapist everything. You can provide your diagnosis, current treatment and some idea of how your life has been affected. You do not need to discuss how you feel, your family situation or any other topic that makes you feel uncomfortable. You also have rights as a patient. Be sure to ask for a list of your rights and recourse if you should feel uncomfortable or unhappy with your treatment.
I hope this has helped you,