Should i say something?

For the past couple of months, i always get in these sad moods and explain what is going on to my bf and he always tries to relate. For example i told him “ i think im depressed, im in a little dark place “ and he told me “ i think i am too” in a non-serious tone. I KNOW he is trying to be there for me. But sometimes i just want him to listen. When i say something, i want to be heard, not just compared. Idk why but i just get so frustrated. Should i say something? Or how should i say it