Years when I first started suffering from depression and anxiety, my late mom used to make comments such as, “you’re making yourself feel sad because you want to” or “you must like feeling down”. When she say those things to me I would shut down and not bother to let her know what’s going on with me. It got to the point where I was about to cut her out of my life. Come to find out she didn’t understand what it meant to have depression and anxiety. She started suffering from that herself and had to get educated about it meant. She apologized for saying those hurtful things to me. The point I’m trying to make is that before you think about breaking up with him, explain to him what it means to have a depression and anxiety. Give him suggestions on how he can help you through it. If things still don’t improve and try to help then you might to break up with him.