When performance artist Bryony Kimmings found antidepressants in her boyfriend’s backpack soon after the couple moved in together, her first reaction was shock. “I wasn’t angry,” she says. “It wasn’t like: ‘Oh my God, you lied!’ I just felt bad that he didn’t feel like he could tell me – that there was a reason he kept it a secret.”

Depression wasn’t new to Kimmings: her mother had bouts of it when Bryony was growing up, and more recently some friends had too. But she had no experience of being a partner to someone with the sort of mental-health problems that her boyfriend, Tim Grayburn, had experienced on and off since the age of 23.

Two years later, Kimmings and Grayburn are closer than ever, sharing the stage in her new show, Fake It ’Til You Make It. By her own admission, Kimmings’ art is “the airing of dirty laundry to oil conversations on seemingly difficult subjects”. Over the years, these topics have ranged from contracting chlamydia (in Sex Idiot) to her own problem drinking (in 7 Day Drunk). But this time, the dirty laundry isn’t hers – it belongs to Grayburn and many other men besides.

In his recent memoir of male depression, Reasons to Stay Alive, Matt Haig wrote: “There is something about being a man that makes you more likely to kill yourself.” Citing the glaring statistics – in the UK, the male to female suicide ratio is 3.5:1; in the US, 4:1 – Haig went on to ask: “Why is depression more fatal if you are a man rather than a woman?”

It’s a question Kimmings and Grayburn have tackled head-on in life and sideways in this show. Co-commissioned by the Southbank Centre in London and Theatre Works in Melbourne, Fake It ’Til You Make It has already played at Melbourne comedy festival and Southbank’s Festival of Love. This makes total sense. The show is both a love story – “Gross!” as Kimmings likes to say with glee – and funny as hell.

Back in February, it previewed in Perth, where I spoke to Kimmings the morning after opening night. The couple had just woken, groggy with jet-lag but happy to be together. “Last time I came to Australia, Tim had a really bad patch of illness,” recalled Kimmings. “It was awful, like torture. I said: ‘I’m never leaving him again.’”

Ever since the pair met, at a grotty east London club night, Kimmings had joked about putting Grayburn in one of her shows. Performing alongside her nine-year-old niece Taylor in Credible Likeable Superstar Role Model – her show about the hyper-sexualisation of tweenage girls – Kimmings found that she liked having someone on stage with her. “I kept saying to Tim: ‘Next time, love, next time.’”

Six months into their whirlwind romance, she found the pills, but it was only when someone inquired about the subject of her next show that things clicked. “I think it needs to be about men talking about their emotions,” she answered.

It was a curveball even for Kimmings, known as much for her feminist activism as her art. But on this point, we easily get muddled, she reckons. “We think feminism means women’s rights when it means equal rights. Some people say: ‘Do we have to talk about men again? We’ve been talking about men throughout history.’ But everyone loses out if we don’t.”

Kimmings cites Jackson Katz, author of The Macho Paradox, as inspiration. “It’s men’s fault, don’t get me wrong,” she says. “Language was written by men. History was written by men. War was waged by men. But not these men, our men. Right now, these men are struggling.”

Men like Grayburn – seemingly holding together the balance of work, friends, family and football, while inside he was falling apart. But why or how to put a struggling man on stage? Grayburn was a willing co-star, Kimmings insists. Finally opening up to his girlfriend convinced him that other men with depression might be encouraged to do the same.

But Kimmings was still worried about putting her vulnerable boyfriend in the most vulnerable of all places: in front of an audience. So the couple came to an agreement. Grayburn would “perform”, as long as he didn’t have to look anyone in the eye. “In the last show, Taylor was always in charge and I used the same approach here,” says Kimmings. “Tim wanted to appear like a real man’s man. So that was what we stipulated in the rules.”

Fake It ’Til You Make It is still a trademark Kimmings show, full of goofball singing, dancing, jokes and props. Lots of props. The lovebirds first appear waving maracas to muzak with wastepaper baskets over their heads. They’re a good-looking pair and the chemistry is obvious, even as Grayburn dons ever more fantastical disguises – comedy binoculars, oversized sunglasses, a Medusa’s head, a Gordian rope knot, a huge fascinator of fluffy white clouds – until the circumstances of his breakdown are fully revealed.

As the audiences spill out each night, Kimmings and Grayburn wait patiently like newlyweds to meet and greet the queue that always forms outside. Hugs are administered. Email exchanges follow. “The aftershow reaction is by far the best bit,” Kimmings told me after she and Grayburn returned to Australia four months later to perform the show in Brisbane.

“We get a lot of people clinging on to us and wanting to share their stories and a great deal of ‘I’m Tim and he/she is Bryony’.” One man even entered into regular correspondence about his own illness and recovery. “As Tim says at the end of the show, he only agreed to dance around with his prat of a girlfriend if someone sees the show and it makes a difference. If a man says, ‘I’d never told anyone before but …’ and perhaps another man shakes his hand and says, ‘Welcome to the fucking club, mate!’”

Has their own relationship been affected for the better? “I dunno,” says Kimmings. “I don’t think Tim likes me being his boss but he has a better sense of how hard I work!” And vice versa, she adds. “He would go to work every day and come back really stressed out and I’d say: ‘You don’t have anything to be stressed about!’ So that mutual appreciation, that’s nice.”

Grayburn took a sabbatical from his job as an advertising account executive to do the tour but he doesn’t feel like he’ll return to agency life. “It’s really good for him not to be going and sitting in a grey box every day,” says Kimmings. “If he does go back, it’ll probably be to do workshops around mental health in big business.”

The couple are now engaged and expecting a baby, conceived at the Adelaide fringe and due to arrive after the Edinburgh fringe, where she and Grayburn will perform Fake It ’Til You Make It daily at the Traverse. “Pregnancy, mentalness, tablet withdrawal, tired and crampy legs, rewrites, technical question marks, the need to swim. We just woke up,” she tweeted on the eve of the run.

Have the couple found out the gender? I email Kimmings to find out. “BOY!!!” she pings back. “And we are so happy!!”

• Fake It ’Til You Make It is at the Traverse theatre, Edinburgh, until 30 August.