boyfriend issues ( my fault)

So today I got to spend time with my amazing boyfriend. We had sex and all that. During cuddling my depression struck. ( I struggle with self harm and depression) So he realizes I'm upset and thinks he did something wrong. ( I told him multiple times that he didn't.) I just honestly don't know what to do. He knows I struggle with talking about my problems. Heck I see A councilor weekly. But now it's super awkward. I'm scared I messed up the relationship and I still dont know why I was sad.