"I feel it's my fault because I didn't do enough. We didn't do enough together and I made him feel unappreciated and unhappy. Unwanted and unloved."
You see, this is possible, especially if you've been depressed a lot, but do you really think it's true? What did you actually do in terms of actions? (Did you perhaps ignore him a lot? Talk over him? Ignore his ideas? Mock him? Never suggest going out? Never offer or respond to affection? Glue yourself to your phone 24/7 or something instead of noticing him? That sort of stuff?)
Or is this just a guilty "it's all my fault, I should have been more of a saint - even though deep down I know damn well I did everything I could" reflex?
Because if it's the former, then there is hope of fixing the relationship (assuming you even want to with someone who's cheated on you). Medication, counselling, tackling depression, re-finding yourself and reconnecting is all eventually possible.
If it's the latter, then yes, it's more down to him being a jerk.
Either way, you WILL get through this and the chances are you'll be happier once the headfuck of this time is over.
However Lying is probably right and all this is neither here nor there right now. This stuff can come with time and counselling and I hope you do get some.
One practical idea today that helps me during severe anxiety times: keep counting to ten. All you ever have to do at any time is get through the next 10 seconds, nothing more than that.
If you can, focus on your breathing and the word "blue" or something, really picture it as you count in and out (in 1 out 2 in 3 out 4 etc, up to 10 and back to 1 again).