Hey, I'm sorry to hear about your boyfriend's depression. I'll give you a few of my thoughts on the matter.
I would try your best not to become angry with your boyfriend. He is obviously struggling with his emotions. You talking to him and supporting him shows that you are a great friend, and he deserves that kind of friend in his life right now. All I can say is, continue to support your boyfriend, but also support yourself. Don't lose sight of your emotions because you are helping him deal with his as well.
I've been in a similar situation in the past, and what I learned was that sure your boyfriends emotions and struggles matter - but so do yours. Take the time to help him, but continue to help yourself. If he's bringing you down, you don't constantly have to be his cheerleader. As a friend, of course you feel the need to support him. But take a break once in awhile, and continue to support yourself.
I would also try to convince your boyfriend to talk to someone else in his life about this as well. It's not your job to cure his depression, and you are not capable of doing so. If this depression is serious, he can't go it alone. There's only a certain amount of support you can give him. You're not a professional, and to truly face and get through his depression, maybe that's what he needs.
Best of luck to you and your boyfriend

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