I'd say it's honestly difficult to know whether or not it's just a passing phase or if it's actual depression. I think the easiest way to go about it is to try and confront the root of the issue and go at lengths to remove the root.
For instance, I feel like a bad person. Why? Because my ex would always call me a bad person, and I took that personally. Since I was able to find the root of my sadness I was able to cut it off through meditation and patience.
Obviously, my situation is a lot tamer compared to your boyfriends, but the philosophy of it still stands true.
Another thing, guys don't like to talk about their feelings, especially when we're sad. As kids we never learnt how to express them, so asking him the direct question of 'why do you feel that way' will result in a not astounding 'I don't know' from him. I guess try and be a bit sneaky about trying to find the source of the problem, and then once that happens cut off the source, and it will stop feeding his inner demon.