Tell them that you are struggling if you are comfortable. Also, try to go out and do things, it won't cure your depression, but it might help.

Agreed just let them in and tell them you’ve bee. Struggling with depression and that it’s not necessarily you it’s just how your brain is wired and you can’t help that

If you don’t want to tell them directly that you have depression, you can still ask blatantly for what you want—it won’t sound as weird as it seems. You can tell them that it feels good when they invite you to things, and not to be discouraged from inviting you in the future even if you haven’t been going. You can even be vague and say you’re going through something—people tend to be more understanding than we think even without a detailed explanation.