My ex-boyfriend is going through depression...?

I think you are being too kind, and you are not seeing the underlying problem here. I think your ex is putting this on you to get back into your life and emotions. If he is truly going through a depression and you really want to help, advise him to see a professional. You are not a psychologist, and you cannot fix his problems. He needs a doctors help. You can give him the phone number for a suicide hotline or other help agencies. If you do decide to intervene yourself, I would definitely talk to your current boyfriend about it and ask him to help you in talking with him. Your ex needs to know that you are happy with your new boyfriend and he will be part of your life. If your new bf is bothered by this, I would say its understandable, but hopefully he will be willing to help you with it. You cannot blame yourself for whatever may happen in the future, and I think its completely wrong for your ex to involve you in such problems. I would say its just a tool for getting your attention again, really. I have been through similar situations before.