My Ex-boyfriend Won't Get Over Me

Well we went out for about 10 months and i broke up with him and we decided to remain friends. He took it hard and spent the next few months trying to get back together -_- but then a few months later i got a new boyfriend and that really upset him, hes seeing a counciler at school and claims he's "mildly depressed". being friends with him is hard now cuz i cant mention anything to do with my boyfriend or our friends (which is a huge part of my life now) because he gets upset. Because im a naturally nice person i try to be sympathetic but at this stage he's driving me mad! im trying to tell him to toughen up and get on with his life, but he's really sensitive. I would break off the friendship if it was best for us but i feel bad for him cuz im his only close friend :( any advice? i want to help him and also get him off my back..