Marriage and Depression

*This will be lengthy*

At the End of 2016 me and my spouse relocated to a new base because he's in the military. Being in a new city, away from family and not knowing anyone got me down and depressed a little. During this time I became distant from my husband. We stop doing little things like showering together, play fighting and just laughing together. And I didn't want him touching me really, during that time, which made him draw back and possibly fall out of love with me. Eventually I read up on depression and things that can help with it. I started working out, eating healthier and setting goals because it was said to help. I also was down because I'm dealing with trying to get back into school and getting things done in my life. I slowly began to feel better after some time but little did I know my husband was falling into a depression himself. He said he felt that he failed at making me happy and that he tried so hard to make me happy while I was depressed and he basically became drained. We both failed to communicate and tell one another about our depression and that affected our marriage. One day he walked in a just began to sob and cry and said he couldn't do it anymore and said he wanted a divorce. I got angry, at this time I did not know he was depressed. This came out of no where to me. We spent days crying and holding each other telling one another things that we've always wanted to and should have said to one another. He has been through traumatic things in his childhood, dealing with a parent who abused drugs and left him. He may have felt like I abandoned him while I was depressed. He also is dealing with being overworked in the military and also an injury. He is exhausted physically and emotionally. He said he doesn't really want to be in the military anymore. I think he is also nervous about what's next after the military. He puts himself under pressure to take care of me and others. I've told him many times how much I love him and how id never leave him and how if he got out of the military we would be fine. I love him so much, with everything in me. This is the person I see myself building a life with and having a family with one day. I try not to blame myself, because when I was depressed I wasn't affectionate and it was like my body was there but my mind wasn't. This was for months. He threw out the divorce papers and said he doesn't want a divorce but says he still needs space to get himself together. He said he doesn't know how much time he'll need. So I'm currently headed to another state to live with my sister and go to school to give him his space. I'm nervous to leave him alone, I want to be there to help him get through his depression and scared he'll get use to life without me. I begged him to allow me to stay and told him I'd stay out of his way but still be there to show him affection and how much I love him. This is just all taking a toll on me. I'm trying not to smother him or rush him to get better. But it's hard being away from your home and the person you love. I'm nervous that after he gets better he'll go back to wanting a divorce. This is stressing me out and affecting me a lot. I just want to break down and cry a lot throughout the day. Is it a good idea to leave a depressed person alone?