Depression?

When someone close to you is depressed and won't tell you what is the problem, what do I do? He is prone to depression but this is the first one he has had since he has been with me. We have been together for years. We have just moved in together. I feel that because my family are overbearing and strict with me it is partly my fault he is depressed even though he says it isn't. What can I do to help him and to stop myself from getting down as well?