Boyfriend Issues

My boyfriend of 4 months is in the Navy and battling depression. He has told me he's battled depression once before and even attempted suicide by pill overdose but it didn't work (I'm the only one he's ever told this to besides his best friend). He just told me yesterday that he is beginning to fell down and depressed. I've quickly fallen in love with him because he's such a great person (We haven't said the L words yet, so he doesn't know I'm in love with him). I listen and never judge when he vents but I just feel so helpless, he's there and I'm here. I've never experienced someone going through depression but I want, so badly, to be there and support him. Anyone knows how I can help him get through this?

P.S. I was planning a surprise visit to him this next week, Should I go or stay home and give him space?