It's just that he really sensitive and takes things hard, so he is really depressed about it and I'm not sure how to get him out of that mental state
yeah, guys do that, we dont talk about it, but if he does to you, be un interested and keep off the topic or he will start thinking about it, ahh but really try to push the fact he is ok, and he will live, its not the end of the world and he can be happy soon. but this won't happen over night, this takes time.
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I just feel so bad because he won't admit it but he's really sad and hurt, so I want to make him happy but I don't know how
It's very difficult to make a sad hurt man happy. The more you try to do something the greater the chances of it back firing. Just give him space to work it out in his head.