Depression is very treatable. Sometimes depression is a combination of things that happen to us and a chemical imbalance in the body which affects the brain. Often, people just need a little help until they get a grip on the emotional stuff. Treatment might consist of taking some medication and talking to a counselor. Depression doesn't mean you're crazy.
Many people suffer from depression.
It is often very difficult to overcome without some help. I'd suggest not ending this relationship until you have talked to someone about your depression and problems. Most communities have agencies which can provide counseling on a sliding fee based on your income, so it can be affordable. If you have insurance coverage, or attend a college, you may be able to get free counseling. Your private physician may be able to prescribe a medication for you, and refer you to a counselor.