For the past four years, Laura Milkins has lived beneath the cloud of depression.

She knows exactly what created it: Her stepfather, who raised her from age 13, and her dad died within months of each other in 2011.

She also knows there are many ways to deal with depression. Milkins has chosen to talk about it — on the radio.

Milkins, 44, a performance artist who also teaches art design and art history at Pima Community College, started “The Depression Session.” It airs on the new 99.1 FM Downtown Radio, a nonprofit, community-sponsored station. The first episode debuted Nov. 22. On each half-hour show, she invites a guest to tell their personal story of dealing with the illness.

“I think everybody, honestly, at some time in their life suffers depression,” said Milkins, who lives in South Tucson. “Everybody has a story, everyone is important.”

Tackling mental-health issues is part of Downtown Radio’s mission, said board president and program director Jason LeValley. The goal is to reduce the stigma associated with seeking help.

“It should be like any kind of a medical condition,” said LeValley, who was prompted to start such programming by issues in his own family. “If you have a pain in your stomach that lingers for weeks, you go to the doctor. Same kind of thing. I really wanted to do something to improve the mental health of the community.”

The station, which began broadcasting in September, has had a few shows that dealt with schizophrenia, and LeValley hopes to air programs featuring local mental-health organizations and the services they offer, especially those that are free or on a sliding scale.

Lane Harmon, a licensed professional psychotherapist, said talking about problems is a step in the right direction.

“Sometimes, people are reluctant to share their stories with others for fear they’ll only feel worse, but really it’s the opposite — most of the time people feel understood. They feel heard and that someone gets them, and that’s really essential, because depression is a state of feeling isolated,” said Harmon, who facilitates a weekly grief and loss support group as part of her practice.

On her first show, Milkins explained that when she talked to people about her struggle, people chalked it up to sorrow.

“Grief feels different from depression,” Milkins said. “When I was feeling grief, it was like the color went out of the world, everything looked gray … but with depression, I feel like it’s almost like a hangover from that period, like a hangover from my dads dying. And I don’t want to go anywhere, I don’t want to do anything, I don’t want to call friends back, and that doesn’t feel like me.”

Depression affected her work. Milkins — who once walked more than 2,000 miles from Tucson to Grand Rapids, Michigan, while live-streaming — always has a performance-art project going. But she found herself lacking motivation. Then she realized tackling depression was her next project.

Milkins, who sees a therapist and “a shiatsu guy,” plans to try different remedies. Chief among them is exercising and soaking up more sun, since a vitamin D deficiency, which she has, can contribute to depression.

She’s quick to point out she’s not a therapist and isn’t advocating specific solutions. She just wants people to tell their stories. Several guests are already lined up for the show.

“My heart aches a little that they’re so willing to share,” Milkins said.

Her hope, though depression can be isolating, is that the show will let others know they’re far from alone.

“I think of me two years ago,” Milkins said, remembering a time when she didn’t want to climb out of bed, “someone home alone who finds a podcast and is comforted.”

Contact Kristen Cook at kcook@tucson.com or 573-4194. On Twitter: @kcookski