I think the best thing you can do for your friend is treat him the same way you did before you knew he had depression. Clearly you were good friends then, as you were not talking about the 'black dog'.
Yes, it is normal, if all people can talk to me about is my depression, I don't want a bar of them, I will push them away. I am more than my depression, and just want others to be 'normal' around me, bringing reprieve and balance to my life.
This doesn't mean, you did anything wrong, you clearly care, but bringing balance to his life, is far more helpful than trying to 'fix' him.
This sounds harsh, that isn't my intention, I am just answering your question honestly though.
Hope things work out for both of you, good luck, and it is great you have stuck by him.