I really don't have a good answer to this.

I have a pretty good idea of what women think of depressed men, or men who are hurting. When I started having a rough time last year, my (now ex) wife responded to that by having an extramarital affair and blaming the affair on me. And I wasn't even at the point of being "depressed" per se, I was just under a great deal of stress combined with a 60-70 hour time commitment at work, and temporarily unable to be the sole caretaker/supporter in the relationship at that point.

I suspect that this is a very common experience, and that most men will conceal that kind of thing or go elsewhere to deal with it. It's incredibly difficult to trust women when they claim to want to support us, when those of us who have had relationships with many women have learned over and over again that it's the absolute last thing she wants to deal with, and will in fact resent you for it and outright start seeing you as unworthy of love.

Getting some kind of help, in private, not involving your spouse is probably your best bet if you're a guy who is experiencing symptoms of depression. I'm very fortunate to have ways of dealing with stress on my own that are adaptive, and to have friends.

tl;dr I don't know, and I'm not sure you would even want to know.