Boyfriend may have depression

So recently I started talking and going out with this guy. After our last date yesterday we were talking in my car and he was bringing up that he doesn’t know where he’s going in life and that he feels in the past he has made so many mistakes he could go back on. After I got back home, he was texting me and saying that he doesn’t care anymore or see the point in living followed by that he just wants to get rid of his pain. He also said he’s been feeling this way for awhile. I am currently in college with a psychology major, and I’m one of my classes we have been learning about different mental health disorders and I told him that based on what I’ve learned I think he might have depression. He agreed with me that he also thinks he might, but when I mentioned him going to talk to somebody about it he just said he didn’t need to. My question for you all, is how can I continue to support him and show him that I am there for him? Since we have just started going out and getting to know each other I don’t want to overstep but I do already care about him a lot.