Unfortunately this resonates with me. My divorce was probably 95% due to my ex not dealing with his depression.
Get into counseling now. This is not something to deal with alone. It is VERY hard on both parties, and alot of pressure when you care so deeply for someone who is depressed when it seems like there is nothing you can do to help them. Please DONT act like a bitch towards him. He is having a hard time, a harder time than you - and this response is a response of impatience. Be kind, patient, and give him the space he needs to come to you, and to talk to a counselor.
My ex refused to deal with the problem. He went to counseling for YEARS, yet internally never admitted to himself that there even was a problem. He ended up blaming it on me, and well, that pretty much ended the relationship.
I agree with you, that this is probably a result of something in his life. He might just not know how to figure out what it is that is bothering him. This is why counseling is helpful... and why, even if you yourself are a professional, your personal ties with him will not make it easy to tease this out.
There is usually affordable or even free counseling available at local community centers and churches. I understand if you are hesitant about going to a church if you are not religious, I was. I went anyways, and at the very least it was helpful to me. The general practices of behavior management are the same, and the most important thing right now is his health and happiness.