Is anyone else feel anxious, sad and nervous?

I'm about 36 weeks...the past few days I've been feeling all types of emotions. I'm sad, I feel depressed and anxious when I should be happiest. I have a feeling that my love isn't gonna love me anymore or our relationship is gonna change after baby is born. He's excited and is so positive...he says now it's gonna be 3 of us and all these sweet things but for the past few days I feel so terrified that were gonna loose what we have now. My friend said that's very normal to feel this way. Does anyone else feel like this?