Some therapists might say honesty is important if there is to be healing in the relationship, Sherman said. But her own view is that it depends on the individual case. "Sometimes there really is more damage caused by telling it," she said.

However, if you're involved in an ongoing affair and living a duplicitous life, you should end one relationship or the other, McDonald said. "I think it's important to really take the time to introspectively look at all aspects of your situation."

The purpose of secrets

Shame, fear of embarrassment or fear of not being accepted often are the motivation behind keeping something secret.

But the anxiety that comes with some secrets isn't entirely bad, von Reiche said. Like nausea, "anxiety is your mind's way of telling you that something you are carrying needs to be purged," she said.

In other words, you may feel better if you get it out in a safe place, such as by confiding in a trusted friend, family member, community leader or mental health professional.

Therapists will keep your secrets except under certain conditions, such as if you are endangering yourself or others -- that's mandated by federal and state laws. If you are having suicidal thoughts, this is not a secret you should be alone with. Call the National Suicide Prevention Lifeline.

But the main message in many of these scenarios is that you should weigh the consequences -- both to you and someone else. Think about whom you tell, how that person will react and whether you will both be better off.

"If the world were ready to be accepting of everyone, it would be a better place," McDonald said. "In an ideal society, we would have no secrets. Do I think that's likely in your lifetime or my lifetime? No."

Are you holding on to a secret? Tell us in the comments.