Seeing the person that you love in pain is never easy.
I am the type of person that wants to help people. I can't stand to see the people that I love sad. When the person that meant the world told me that they were going through depression, I didn't know how to react. This was something I couldn't fix.
It had been going on for a long time, and I didn't know it. Inside me, I felt like I had done something wrong, like I wasn't good enough, and I couldn't make him happy. It's easy to take this situation personally, but it's not your fault.
They need you. They need someone who is not going to leave them at a time when they feel desperately alone. Even if it doesn't feel like it, they do appreciate and love you for being there for them. Make sure that they understand that they are worth something. Something that I have seen in my experience is that they feel worthless, and they don't feel like they deserve the people in their lives. Reassure them that you want to be with them, because you still love them.
Unfortunately, as much as you want to, you can't fix them. The depression that they are dealing with is just temporary. It won't last forever, so remind them of that. You can be positive and happy and try to get them to do the same, but it won't cure them. Sometimes all you want to do is tell them it's going to get better and hope they believe you. Even the smallest things can help, such as hugging. Hugs release oxytocin that will help lift their mood.
Depression is not easy for anyone. Loving someone with depression can be hard on you as well, so don't throw your feelings to the side during this time. You are important too, and just because the person that you love is going through something does not mean that you shouldn't ever be upset. Make sure to take care of yourself. Remember that this is temporary, and that having you by their side means the world.