Boyfriend doesn't understand depression

So my boyfriend and I have been together for almost 5 years. In this time my anxiety has gotten so much worse which makes my depression worse. Its so dumb because for the most part my life is happy, but I get these horrible episodes. Anyway my bf has only ever been depressed circumstancially when his dad passed away so he does not understand it at all... Does anybody else have family or friends that just can't wrap their heads around your depression? How do you deal with it? How do you explain it? I feel bad because I feel like my depression is pulling him down and he kind of shuts down when I say how I'm feeling.