Does the diagnosing a patient with depression leave the patient worse off?

In other words, is it perhaps better to not tell the patient that they have depression?

A person who is told that they have depression are left hindered with a reminder in their head that there is something wrong with them. It could be easy for them to get the notion that they are less capable than the next person at accomplishing anything.

Would it be better to not diagnose them with depression and, instead, focus on altering their lifestyle and put them on a path towards self-improvement? (Simple things like having them keep their room clean, making sure they excercise, etc.)