Classic gag.
It's been the flaw of endless funny men, though, famous or not. There's countless depressed comedians and it's not the fame that does it it's the persona. My best friend, as young as 12, was taken out of Longslade and into a hospital school for months when he became clinically depressed and it always struck me as the same sort of thing.
He spent all of his life being the funny man to everyone else that he had nobody really to take him seriously and retreat into. Even me, really, I sort of sat oblivious through all of it.
It might be worth talking to your GP if it persists, Raj. He'll likely pass you onto a councillor which might not work for everyone but at very least it'll give you an opportunity to be totally open with someone without feeling like a bigger twat to anyone who sees you day-to-day.
Hopefully you're no where near that point.