He's depressed and I don't know what to do....

The father of my child and I have been together for seven years. We had our ups and downs and we have lived with each multiple times. But we always seem to pull through and come together. We love each other to death. To the point where our last break up I moved across the country and he soon after followed me and we got back together. We realized that we want to be with each other and no one else. We talked on and off about marriage even though I knew that was something I wanted more than he did. And it was never because he didn't want to marry me but because he did not like what he saw become of married couples. To him they always ended up in pain or ended up hating each other in the end. Last year we became pregnant and gave birth to our baby girl on October. He loves her with all his heart but I noticed that his attitude has to change. Our daughter spent her first month of life in the NICU  in the hospital. That was a tough time for the both of us coming home without her baby and having to drive across town to go see her every day. It felt like if it was not one thing another would happen to the point where somebody had stolen a tire off of our car one morning when we left to go visit our daughter. We were finally able to bring her home and made our family whole. Our relationship became stream because I had stopped working and he had picked up a second job take care of us in the house. I became a stay-at-home mother and a full-time student and he became a full-time student in a father who works two jobs. Needless to say he became a walking zombie around the house. I did everything I could to support him including cleaning and getting him everything he may need, taking care of the baby ,and fixing meals for all of us. It came to the point where he stopped interacting with us when he came home and even stop sleeping in the same bedroom as us. I will get upset because I thought he was not spending enough time with his daughter let alone with his girlfriend. I took it personal. But what I can see from observing and talking is he home these past couple weeks is that he is in an extreme state of depression. We used to go to couples counseling but because of his schedule we can no longer go in he has no time. Our daughter is sick and so I stayed home to take care of her because we cannot afford childcare which is what he asked me to do. I tried to do everything I can to help him and he tells me that there is nothing I can do to help him. He even finally opened up to me after 30 minutes of crying about his mind state. He has a F it mind state and feels like he doesn't know who he is anymore. He even told me that sometimes he thinks about doing things that he shouldn't. I just try to show him that I love him and that I'm here for him and do anything that he could possibly need from me to support him but it is not enough. I don't want him to get so deep into his depression that he does something stupid. Has anybody ever dealt with a depressed spouse or loved one? Is there anything I can do personally to help them feel better?? Please please please I am in dire need of advice.