Can't have sex?

My boyfriend and I started having sex six months ago. Normally I'm always down for it. I've been on the pill for 5 months and it hasn't really affected my sex life, but in these past 3 weeks, I get really horny but when he asks if we can, I can say no. I tried again the other day, but as soon as he put in it me, we stopped. My depression has also been really bad for two months and I've been crying most nights. Has this got anything to do with my depression/the pill? Can anyone recommend how I can fix this? I start to feel guilty when he gets turned on then I can't perform :(