A couple things come to mind.
My wife has said I'm overly sensitive, which is a bad thing to say. Depression doesn't come from being too sensitive.
I cry easily. Like at the Hallmark card commercials. Don't make fun of a man for crying. You have no idea how much I'd love to go out to the theater and watch shows like Les Mis, Wicked, or Hamilton. I used to love that. But I won't go any more. I would be unable to actually enjoy them anyway because my tears would cause a scene. People would look at me and whisper what's wrong with that guy? and laugh about it later. No thank you.
Just listen. I've tried to open up to my wife about some things and it frequently backfires. She gets defensive or otherwise shuts me down. I've learned to stop opening up to her. My new motto that I often repeat over and over inside my head is "STFU STFU STFU." She needs me to be the strong silent type. Be there for her and what support her. But she can't handle my issues on top of her own. Don't do that to him. Don't expect him to handle his depression without your support.
Good luck to you both.