Can you feel depressed for no reason?

My boyfriend just told me he had a confession to make. It made me anxious to hear what it was and he told me he’s been depressed for a long time and it’s worsen…it has not gotten better. He’s just been feeling sad and lonely even before he moved to away. I asked him “What kind of lonely?” because we are long distance and have been for 2 years. I asked if it was me or if it was because he doesn’t have a lot of friends.

He said he doesn’t know the exact reason. He just feels sad and alone. I asked him when he’s with friends or with me does he still feel this way. He said it helps but sometimes it doesn’t at all.

I’m afraid that I’m the reason he’s depressed and I’ve asked him if it was me and that I need to know. He said he doesn’t think I’m the reason.

I don’t know what to tell him or how to feel better.

Edit We’ve been together 5 years, 2 years distance. See eachother every 2.5 months on average. Idk if that helps