Is my depression/anxiety ruining my relationship?

Andrea • ✨🎀🐰⭐️️🐻💕🐶💕🐱⭐️️🐭🎀✨
Sorry for the long post!
So I've been in a relationship with my SO for about 9 months now, and things are going really well. I'm very in love with him, and he says he loves me too. Now, here's the thing: I suffer from major depression and anxiety and though I'm in therapy and taking medication, I sometimes feel like I couldn't survive losing him. 
I could definitely see us being together in the long run, but whenever he makes a joke about a scenario when we might break up, it freaks me out. I know that I can't ignore the reality that we might break up someday in the future (again, things are swell right now, so it's not something I forsee in the near future), but I can't help but get super sad whenever it comes to mind. And what's worse is that the more vulnerable and emotional I am with him, the more worried I become of scaring him away.
I've talked about this with him, and he promises me that he would never leave me for something like this, especially since it's essentially a health condition I have little control over. But I'm worried that I'm too emotionally unstable and that it'll drive him away.
Any advice?