Dealing with Depression Episodes at Work

Normally, I don't usually feel depressed. However a few days ago, I had a, what I call, "depression episode", which is where I have a feeling of major sadness, self irritation, and self worthlessness. They are strong emotional moments to where it usually makes me want to commit suicide. These happen about once every few months. Well, I had my depression episode at work. I had to hold back my tears and try to clear my head as best as I could, but it was hard. I was thinking about myself going to where the guns in display cases are, loading 1, and shooting myself. Don't worry, I didn't act out of that action obviously, or else I wouldn't be typing. I couldn't clear my head from the sadness and irritation, I just wanted to hit my head off something. I fought the urge to do that as well. This moment lasted about 20 minutes, then I was fine and normal again. Strangest part was I had no thought in my head over anything that would make me feel this way. The emotions just came, stayed for a bit, then eventually left. And man, it came at a bad time, why out in public? Why while I'm on the clock?! I don't know why these "depression episodes" happen, I just know they are very unpleasant and worrisome to have.