Living with someone with depression isnt easy, I doubt that your DH is enjoying his life at the moment and probably doesn’t know what he will enjoy until he gets there and then finds it too hard to cope with, or not.
I do hope he gets help and treatment for this as without it you are both in for a rough time. If he is on medication maybe a visit to the Doctors to have it adjusted would be a good idea.
However, I think that the advise that other GNrs have given, that you go out with friends and have a social life of your own is essential for you, otherwise you risk being dragged down as well, sympathy is needed, but you have to try to treat him as you would if he was well.
Only he can get himself better.( with a bit of help).