I think you know the answer.
Are you still getting counseling from chaplain? If not find another counselor ASAP.
You need to work on origin of your depression. But, honestly, being married to a man who is openly telling you that he does not love you would be very depressing.
Kudos to him for being honest but shame on him for being a fake.
Don't bring children into this. It isn't fair to any child to bring them into a family where mom and dad don't love each other.