Dating Someone With Depression

So, my boyfriend has depression, and I can be a bit needy when it comes to expressing affection with words. Sometimes I feel like he is a mirror of my emotions, but I don't always want to be the one sending the sweet messages first. When I'm PMSing I really struggle with this, because I don't want to say anything that will make him feel bad about himself. Anyone else have depression or dating someone with it that has tips? It can be draining always being the one sending thoughtful texts and stuff and being the one to initiate positivity, but do I just have to deal with this? I just feel like sometimes I can't be upset because it will harm him if I am.