If he is depressed, it doesn't mean that something happen to him. People tend to link depression to an event, but it's mostly provoked by internal events. So, do not keep asking what is wrong with him, he probably cannot give you and answer.

If he trusts you somehow and if you can increase this trust just by being accessible to him, you'll taking the first step in helping him. But beware, many people with mental illness do not like to speak openly about it, and others do not really know what's wrong with them, as said. Also do not try to cheer him up, things don't work this way.

What really is happening to him will take time to come out. It could be something as serious as schizophrenia, some a little bit more manageable like depression, it could be that he's being mobbed at school and it could be some harmless as that he has fallen in love.