I feel like I may be contributing to ruining my co-worker's life
I am sorry to hear you are dealing with that. How could you be responsible for ruining your friend's life?
He is always so depressive and often makes suicidal jokes. He has said I have often bullied him at the office.
At work sometimes we forget to treat people with common courtesy, but that needs to be addressed if it is causing someone to feel so depressed. Stop being so negative towards him and get the office moral up, or you will be facing charges of bullying after he kills himself.
I will talk to him about it if he makes jokes about suicide.
If you do not treat your coworkers kindly it can effect them deeply. Usually people are kind to those they work with everyday.