The 'Frozen 2' actress has struggled with the mood disorder since she was 18 but has only recently realised that opening up about her issues could help someone else.
She said: "I realised that this is the shame that prevents people from talking about it.
"I immediately felt irresponsible, because I do care about depression not being taboo, yet I present this bubbly, outgoing girl who seemingly gets through life with a smile on her face, and I'd never discussed that some days, I don't."
Although she takes medication, the 39-year-old star - who has daughters Lincoln, six, and four-year-old Delta with husband Dax Shepard - thinks exercise is a great way to boost her mood.
She told Women's Health magazine: "I feel so much stronger, and it's a physical feeling, but it's also a mental one.
"It should be the first stop for anyone who experiences depression or anxiety because it encourages serotonin and endorphins. I feel so much more centered, patient, capable. It sets the next 48 hours for me."
Kristen has also learned some valuable coping skills from her husband's alcoholism recovery.
She explained: "You just have to do the next right thing. You just stand up. That's the next right thing. Then you brush your teeth. That's the next right thing. I've very one-step-at-a-time."
The 'Good Place' star also revealed she no longer takes on jobs outside of Los Angeles for the sake of her family life.
She said: "It's too disruptive to my family [otherwise]. And that's what gives me the fuel to even be creative at all. If I had to choose, I'd choose them."