I would consider reevaluating other factors that could affect his mood. One person in a household/relationship should not affect another person's internal mental state. Showing sympathy, caring for them, being supportive, etc. is much different from that person becoming sad/depressed when someone else is struggling.

There is a bit of a difference between having empathy and feeding off each other.

I also recommend looking into other aspects of your relationship with him. My pmdd is full swing lately, and my partner is supportive while still enjoying himself. He doesnt guilt me or say that I bring him down (which I've been with people who do, and being allowed to feel upset without being called negative or other stuff is super liberating).

TLDR; look into getting professional advice or seeing a couple's therapist.