I'm sorry to hear. how long have you been with this person?
do you know why you're feeling this way? can we get a little bit more than just being depressed? or is it the not knowing why you feel like **** kind of feeling? cause I've been there and that sucks *** sorry for the language.

maybe your SO is scared to say the wrong thing to you. when my close friends or SO get depressed I'm so scared to say the wrong thing and make it worse. I try to be there but sometimes and this is why I asked how long you've been togeather with this person cause what if your SO thinks that you wanted to handle this is private by yourself? have you talked with them? communication is key in any relationship. I'm sorry to sound like a regular cliché.
my best advice would be to just to talk with them more. try to be understanding that they may not know how to react to depression, go at it like they don't know anything or that this is maybe there first time ever talking about it or knowing someone going through this. And try not to get mad at them for not knowing.

Hope everything works out for you. And just remember that life will get better.