Need advice in regarding my Brother

Hi! I am 22 and my brother is almost 16. Yesterday I found out that he's been cutting himself for a year now. He said he feels depressed and that cutting himself makes him feel better.
I offered him my complete help and support, but he doesn't want to talk about his problems. He asked me not to tell my parents. I have to say my mum is extremely anxious.
I don't know what to do. Do I have to tell my parents? Is it just a phase? Can he stop by himself? He promised me to try with all his forces.
He's a normal teenager. He have plenty of friends, he's good at school, our parents love us. I can't imagine what the problem is. Also, he doesn't seem like he's depressed at all.
Should I give him a chance or I have better to tell my parents immediately? I can't obligate him to see a psychologist without telling my parents.
I'm sorry this is so long, I am worried.
Also I'm sorry for my English, it's not my mother tongue.

It all depends on what your brother wants. It is his problem and it sucks that he does it and that he feels that way but he is the onlyone who can change it. How do you think you parents will react? A lot of them react angry or confused, that's not something you should want to happen.
Does your brother want any help?