Any tips on the best way for friends to help in a situation like this?

A good friend of mine have been really lost lately. He's gone through a personal loss and he seems really insecure in his place right now, he keeps saying how nobody wants to spend time with him (which isn't true, he's just expecting people to be available 24/7). He's been talking about leaving for somewhere else, sometimes he mentions joining the military, other times just going home. I think his expectations of life isn't measuring up to reality and it's making him depressed.

I try to be there for him as much as I can, spending time with him as friends, but there is only so much I can do. I can't neglect my own life and happiness for him, and I'm unsure what exactly I should be doing. He's expressed a distaste for psychologists so I don't want to push that too hard. I've tried making him understand that things will get better, but he's not hearing me.

I know that I can't solve it, but I was wondering what's the best way for me to help. I'd really appreciate anything.