How to break up with a guy that has depression without making him do something bad to himself?

I have not had direct experience with breaking up with someone who has depression however I have the experience with someone who has attempted years ago because of this scenario. I think the best thing to do is bring up your concerns about the relationship, be kind, caring, empathic (put yourself in his shoes) and think about how you'd want someone to address this situation with you. I think spending the time to hear him out about all the things he has to say about the situation will reassure him a bit more about what this means and where to go next.