I feel like I'm the fault for someone's death
That's concerning. Why do you think someone's death is your fault?
I feel like I killed him because I didn't notice he was depressed
It's understandable that you feel some obligation to the person that passed away. However, you should not take responsibility for the mental problems they were dealing with. You should forgive yourself for not understanding what was going on with him/her.
Why?
You did not cause his death and you did not urge him to do so, because you did not know the circumstance and you did not do anything wrong. He committed suicide, and you're not responsible for it, and sure, you could have done something differently but it is definitely not your fault.