Puppy ???

I am a stay at home mom, I have a 6 year old and I'm pregnant with baby #2. I had two cats and I had to get rid of them since my partner and daughter were growing allergic to their fur, so now I have no pet. My fiancé doesn't want me to get any pets but I am so lonely when he is at work and my daughter is at school or at her dads on the weekends. I feel animals help with depression and anxiety and since I don't have my cats anymore (which I was extremely attached to them) I just feel all I want to do is sleep and stay in my room. How can I get my fiancé to see this? I feel he just doesn't want responsibility to fall on him when I have the baby but I wouldn't let that happen. I really want a pup, and it's making me so sad he won't let me have one.