Were you depressed before meeting him? Besides the relationship, are there other stressful events happening in your life now? Sometimes life's events can overwhelm us, and when we don't get the proper support, our mood starts going downhill. If the relationship is the only thing stressing you out then you need to assess whether taking a step back would help, or (since you're engaged) arrange some marriage counselling to help you both sift through your relationship and decide what's the best direction for each of you.