Please don't feel like you are being selfish, you really aren't. You always have to be the strong one, the one who deals with problems, who has to think of the other person's needs and emotions before your own. It is exhausting and often with little or no acknowledgement. You'll feel as though noone is looking after you, caring for you, worrying about you.
If you think about it, it makes no sense that you should feel selfish.
Should you DH feel selfish for being depressed? No - he can't help it (so long as he is getting all the help he can of course). So why should you feel selfish for being a victim of the same illness (because you are)? But in the same way, you need to seek all the help you can to improve your situation (and let's face it, if you feel better you'll be in a better situation to help your DH so it's better for everyone).
It is not fair of your DH to say you can't talk to anyone. That isn't his decision to make. He may want to keep his circumstances private, but it is your decision whether you keep your circumstances private, and to stop you doing that he is stopping you get help and support that you desperately need. Please look after your own wellbeing first.
Remember how on a plane you put your own oxygen mask on before helping others around you? That's what you need to do now, or you will drown in the situation and be no use to anyone (sorry, mixing metaphors!)
I understand the need to seek out others in a similar situation, and wish I could signpost you to something. Could your GP help or advise?
Please don't feel bad for feeling bad. You are in a really difficult place, as is your DH. The difference is that you don't have the support that he has, and which you desperately need.