Depression hurting my relationship

Hi, I have been going through a lot recently and I need some advice. Due to a few incidents that happened recently and me always having struggled on and off with depression and anxiety, I have been pretty down in the dumps for about four months now. I've seen a counselor a few times and my S.O. has been very supportive, but I'm afraid I'm draining him and hurting our relationship. I try to be happy and enjoy moments with him and not look so sad all the time because I don't want to bring him down, but that has been just so hard to do and every little argument we have that normally wouldn't bother me now leave me sobbing in the other room because I feel like I'm annoying, stupid, not good enough, he'd be better without me, etc.. I know these things aren't true, but I just can't help myself from thinking them. And I think that leaves him feeling like he can't say anything "wrong" or critique me on anything, which seems like a lot of pressure on him. He hasn't complained or said anything about it because he's trying to be supportive, but I can tell it's beginning to stress him out. I need some advice on how to keep our relationship afloat and not stress him out so much while I work on myself. Thank you.