I am a hu*****and and I sufferred from depression too. From my expereince, the most important thing you can do now is showing him that what he does is really making you happy. The most important feeling for a man is to feel that he is needed, he is useful, and he makes his family happy. Try not to put more pressure on him by showing that you are happy on your own, and he adds a significant more in addition to that. I think your hu*****and most likely will be fine because apparently he is so lucky to have you and he is able to tell you all this. Many don't.
Don't try to help him by talking sense into him. Depression has no sense. Just show him that the perceived failure of his is nonexistant to you. And you are happy with him. But don't show that you depend on him, that will put more pressure on him. Show you can do it on ur own, but he really adds happiness to all this.
Good luck, and you are a wonderful wife.