One of my good guy friends is depressed, and says he wants to be left alone. I want to make sure he's doing okay, should I try to contact him? (x-post from askreddit)

One of my good friends is depressed, has been diagnosed for a while. I've let him know I'm always there for him, and he's seeing a doctor for it. But lately, he's been very isolated and avoiding his friends. He's told me personally that I need to leave him alone and let him work it out on his own. We haven't spoken in 2 days and I'm worried, because I want to make sure he's okay but he told me to leave him alone. What do I do?

I x-posted to get an opinion from a more direct source of people who might know what it's like in his position.