Hi, Ariellah! What kind of fellow is your bf? What's his personality like?

In any event, you can hardly go wrong (?) gently informing him

• he's not the cause of your sadness/depression, and
• he's not responsible for "curing" you.

In addition to feeling guilty over your illness, your bf may feel your relationship is contingent on his success in "making you better." If he perceives that as his responsibility, it might be weighing heavily on him.