anxiety and depression

I've had anxiety and depression for a long time now. I haven't gotten on any type of medication for it yet, but plan to soon. I've been dating my boyfriend for 3 and a half years now and when I start feeling really depressed I just feel like he thinks I'm nagging or that he just really doesn't understand so he kind of just puts up a wall. He thinks I'm making my self depressed but I really can't help it. If I ask him to just be there for me and be a little nicer or love me a little harder because I need it he acts like it's such a task and that I'm asking for too much or something. I hate being such a burden on him when I get like this but I really don't know what to do or say to help him understand. Anyone know what I could do? Thank you in advance.