With relationships, communication on all levels is such an important factor. And yet communication can be difficult under the best of situations, let-alone when one of the partners has a problem with chronic anxiety and/or depression. Often times those with anxiety/depression are so focused on inward thoughts, that they become unaware of the needs of others. They don't consciously make a choice to do this, but life becomes all about the 'me'.
If you haven't already done so, I would suggest you consider couple's counseling. Often times having a third person to mediate, can be very effective. We all have wants, needs, and desires, in any relationship, and you need to be able to verbalize that, and be heard.
The very best to you, WOG!... Chuck