Unhealthy?

These past few months, I've become severely horribly clinically depressed. I've always been one to eat when I'm sad to numb pain and there's no doubt I've been doing that lately. Today, my boyfriend of 4 years told me I should start dieting because he's worried about my health. He didn't say it in a mean way, he sounded genuinely concerned. I'll be honest, I've noticed I've been letting myself go but it hurt like hell to hear it from him. I don't know how to feel. I don't know if I'm supposed to feel offended, or grateful that he cares about my health. I just feel so ashamed right now. I'm ashamed that I let myself get as bad as I've gotten. I don't know.