Can I abandon my friend who is battling depression?
Why would you abandon a friend that's depressed?
I can't do anything to help him and it's affecting me emotionally.
I know that you're struggling with your feelings about your friend. It's acceptable to not try to help them anymore if you feel like you can't be successful. Encourage them to seek professional help because they won't get better on their own and you don't want them to self destruct.
I won't try anymore anyways and I don't think talking to a psychiatrist will help anyway.
A therapist could definitely help him with his issues, and it's always worth a try. He is probably just feeling very overwhelemed because of the depression right now.