well, he has a point, in the fact that in his imagination, he thinks his mere presence is going to stop you from being deperssed again.... Like everyone else says, if he isnt an actual psychologist his love for you isnt exactly going to do much against your depression if your meds arent there unfortunately. Neither can he really simply access the reason behind you getting depressed and that you get depression from lonelyness is unfortunately just his opinion and cannot be proven.
I am also having depression and i actively choose to not ever touch mental meds for the side effects. I know that havnig a steady, caring partner would stop me from being depressed (it actively does help). BUT once you actually TOOK the meds adn are ON the meds it is ONLY your treating psychologist who is responsible for you being 1) on them, and how much and 2) taking you OFF them again. Mental meds are never for a lifetime. So, maybe it helps to tell this to your boyfriend, that you are seeing your psychologist and are being treated for depression and that your meds are a part of the treatment your psychologist (an actual professional you payed) decided is best for you and you choose to go to this psychologist to get better so he needs to respect this choice and the trust you placed in your treating psychologist.
If your boyfriend has concerns or thinks it isnt clear when or maybe even IF you ever get off of meds during your life (and i can see this can be a concern because side-effects are sometimes not pretty :/ ) you can always ask him to come along to your next visit at the psychiatrist/logist? I am sure they are very willed to explain to him also why you need them and assure him that you'll be fine while being on meds