hi Emma1418 and welcome to the forum.
I don't have a loved one in a similar position... because I am the loved one. My wife has to put up with me.
On talking about it... this can be sometimes hard. Things that get us down or might ruminate on maybe "small" but our mind makes them much bigger and true. Something said to me will make me bad about myself, to failure, imposter, etc. These are not true, but are in those moments and longer. To tell your partner this is difficult as we expect perhaps the worst from our partner like "that should not get you upset" or "that all". Rather than face that possibility it is easier to keep quiet.
You also said "he just deals with it in other ways"... can you elaborate on this?
Does he talk to anyone about what he is going through? Like a counsellor or psychologist.
I can imagine it must be hard when you want to help him and support him and your offers are not accepted or rejected. The only advice I can offer is to remind him you are not going anywhere (assuming this is the case) and associated with this is i possible) is separating the person from their depression. For example, his behaviour is side-effect of depression and the real person is different. This can be difficult and frustrating...
My dad has issues also and there was a time (last year) when mum was getting upset and angry for various reasons. So the last part is making sure you have time for yourself and your own support group.
Hope this helps.