What does that statement mean to you? I say this often when my head isn't right. If I'm physically suck then I just say why - "I have a headache", "I didn't sleep well" but if my head is screwed up I go with "I don't feel well". It's easier, it suggests less. It allows people to think what they want and not ask more questions.
https://themighty.com/2018/06/what-i-dont-feel-well-means-depression-mental-illness/
https://themighty.com/2018/06/what-i-dont-feel-well-means-depression-mental-illness/