Hello there, a male perspective here...
Depression is the loneliest place to be, it is very difficult to quite describe how isolating it can feel. All the repressed anger, the desperation, the bleak outlook. And, as has rightly been pointed out, it can be as hard (I wouldn't say harder) for those closest to the person who is depressed.
That is relevant to real depression. The type where "come on, snap out of it" is not an option. Real depression requires strength, love and support to break out of. A good first point is the GP but they can be a bit prescription happy and prescribe meds without working on what lies beneath. That is why I feel counselling is at least as important and may even be the favourable option. How do you get him there? Well, if reasoning doesn't work, then you have to use tough love. Hard to explain in short but if you have any doubt as to what it means, google it and you will find a raft of answers. Basically, you will need to be tough to be kind and let your DP know that either he gets help, or the consequences will be tricky to say the least.
And of course, it is a very classic cycle for partners of depressed people to be "brought down" with them. That is why so many people here have rightly said that you also need to not lose sight of yourself and your own needs. By looking after yourself first you will be looking after him too.
All of which is, as I say, relevant to real depression. But there is a big difference between someone who is down and someone who is really truly depressed. The former is a temporary state of mind, the latter is an illness. Please don't get me wrong if I say this but it is also important to ascertain that your DP is actually depressed and not simply unhappy with his life and his relationship. Many of the traits displayed when a relationship is not working - i.e. lack of sex drive, refusal of intimacy, withdrawing oneself, being down, looking hung dog - are also symptoms of depression too. I think therefore that it is important to ascertain whether he is truly depressed - and in need of treatment and sympathy - or just in a rut and fed up with this relationship. You yourself sound like you are fed up with it and he may be too.
With this in mind, perhaps one other option you have is to suggest that the relationship is in difficulty and look at the possibility of couple's counselling. This may be a less daunting (almost backdoor) way of getting him into a therapy environment. A good therapist, when working with the two of you together, will see if he is truly depressed and may be able to steer him towards some help. You can look upon couple's counselling as looking after yourself in order to look after someone else - in this case your DP.
I hope this is of some help to you and wish you all the best at this very difficult time.