Relationships based on sex never last. You need to be talking to your partner about what you're feeling, and reach some kind of agreement on what to do about it. "Suffering in silence" is exactly what leads to doing things behind people's backs, and I don't think someone is any less of a "cheater" for canceling a planned affair at the last minute than for committing to the act. It's the desire to "stray" that hurts your partner's feelings; the physical action makes little difference, save for the fact that you get to feel like you don't have anything to confess. A line drawn at the physical act alone is pretty flimsy and bound to cause more problems down the road, because your relationship should be based on emotional desire and compatibility. If physical desire is enough to destroy it, then it was always weak. I honestly find the whole structure of the typical "look but don't touch" monogamous relationships, wherein the main basis of the relationship is "romantic" desire rather than deeply bonded friendship, to be kind of toxic in nature. Romance fades. Sexual attraction fades. These things go in and out like tides until they disappear altogether, and not always at the same time for both of you. So what's left? Set parameters you're both comfortable with, including room to explore and make mistakes. Always practice open communication and problem-solving together, no matter what you both end up deciding works best for you as a relationship structure.
In my own relationship, "cheating" is purely an emotional thing: the desire to leave your partner or place someone else "above" them, without actually leaving. Engaging in meaningful sexual relationships that bring about the risk of destroying the current family due to secrecy and a lack of mutual agreement. Casual sexual feelings for others mean nothing. Act on them or don't; as long as you're not rubbing it in your partner's face and making them feel inadequate, it's inconsequential. What I care about is trust, friendship, and a mutual need for one another. Not simple sexual desire. I can get that anywhere, but my partner is the one I'm coming home to every day because we give each other something no one else can. Without that, our relationship would just be a sand castle, doomed to fall prey to the ever changing tides of sex and romance.

I’m glad you cancelled out last minute, because once you cross that line, you have to deal with the consequences for the rest of your life. Your bf would have trust issues with future relationships (if you guys broke up), and it’s a big turn off/trust issue for your future relationships too.
/: I’m with Lau, break up with him before you do something like this. If sex is more important than your relationship, just break up with the dude. If not, go get a toy to cope and/or talk to your bf about your needs. You should be supporting him while he’s in his depressive state, not doing something that will make it worse if he finds out...

I don’t think anyone is saying sex isn’t important in a relationship, but feelings generally come first. And unfortunately with depression, you just lose interest in a lot of stuff, including sex. It’s not that they don’t love OP, and if OP really needs that sexual contact to confirm their partner’s feelings, then they should break up or take a break. ):

But I agree that communication is key here. OP is valid in how they feel, and I feel for them. I had to end a relationship because my partner’s depression was so bad, I felt like it was me giving and trying 100%, and receiving nothing in return. So talk and find out where both of your heads are at.

@devil: Like I said, I understand that OP’s feelings are valid. I broke up with my bf because his depression made me feel like I was alone, especially when he would forget my birthday or not want to go to things that are important to me, and his drive went waaaay down. We were like live-in roommates for like a year and a half with no intimacy. But I never even considered cheating on him. When it got too much, I talked with him, and when that seemed like it was going nowhere, we broke up.

Yes, physical connection is important, but it shouldn’t be an excuse to cheat and ignore the hurt feelings it will cause (especially if cheating does not align with your morals). I really hope OP does talk to their partner before they do anything else, and I hope that makes him realize how his depression has made her feel. ):

@Thrills: You have two choices, break up and get back with your ex or stick it out with this guy. My advice for the first is, do it like a bandage, rip it off as fast and cleanly as possible. Do not drag it out.

If you are going with the second option I would look into self pleasuring. There are many many ways and toys readily available. Make yourself happy and don't depend on him for things he does not have the capacity to give. Go pick up a hobby or something that makes you happy that he doesn't need to contribute to. Try to ride it out while he seeks professional help and tries to get out of this depression cycle. I know it is hard when the person you love is dragging you down simply by being a black cloud whenever he is around. Use the time on your own to recharge your happiness batteries so to speak.