Hello everyone. Asking for advice on how to support a  SO going through depression without burning out.

For context, I love my partner and always try to be there emotionally for them. However, certain times I struggle with feeling appreciated (e.g., I recently got a promotion, she was down and didn't really congratulate me/proposed celebration but rather said it was obvious I would get it and to stop pretending like it wasn't) and, especially after a long week/stressful period, I feel to emotionally exhausted to be there for her.
When I try to express it, they often clinge harder - by their own admission for fear I will abandon them. 

I don't really know how to express that I am there for them, but need to also take care of myself in order to i) be there for her in the first place and ii) be content and happy in the relationship. 

How would you suggest to do it in a way that does not trigger worthlessness thoughts for her? Do you have any general tip on how to support someone going through depression? 

Thank you very much!

P.s. they are in teraphy ;)