I don't think you can talk him out of his depression, you just have to be as kind and firm and healthy in your own life as you can. Tease him a bit; when he gets maudlin and starts talking about how you are too good for him, agree with him! "Yes, I am, dear, but you're stuck with me anyway" and smile. When he starts talking about not wanting to see your parents because "he has nothing to offer their girl" remind him that you are your own person and it is not his job to be in charge of you and offering you things for them (or for you)! He is supposed to be working on his depression, not on what he can/can not offer you at the moment. Remind him he is sick and is supposed to be working on getting well, not on his list of regrets and what he cannot do while he's sick!