Excuse or Appropriate Sharing?

I have noticed that in the little bit of communication my husband sends my way, he mentions how depressed he is a lot.  I offer sympathy when he says this and I also recommend that he get mental health treatment.  He then sometimes says that mental health treatment won't do any good.  Is it appropriate for me to put up the boundary that I don't want to be the person he dumps on about being depressed?  I think he's trying to use it as a free pass to his dysfunctional (with me) behavior.