You don't say how old he is, and you are. Or indeed whether you are male or female. Often men and boys find it hard to speak about their feelings. Just be there for him. Try to find something you both like to do, like sports or having a beer. Most importantly, don't say bad things about the girlfriend. If you do this he will feel the time spent with her was wasted which could make him even more depressed. Try to help him see that there will be other girlfriends. It is really sweet that you have come on here to ask for help in this. Well done. You will make some lucky person a kind and thoughtful companion yourself.