I'm not a psychologist or doctor, of course, but from what you say, I suspect your husband is depressed because he no longer feels he has any reason for living. For many years, he felt useful, and his work gave significance and purpose to his life. But now his work days are over, and he apparently has nothing to take their place.
Unfortunately, many retired people experience this -- particularly men, I've found. At first, all they can think about is not having to get up in the morning and do the same things they've been doing for years. After a few months, however, reality sets in and they feel bored and at loose ends. They may even think they've prepared for retirement by having a good financial plan, but they haven't thought through what they'll do with their time.
But listen: God isn't finished with us when we retire! Don't nag your husband; it may only make things worse. Do encourage him to seek God's will for the rest of his life, and to get involved in some worthwhile activities. For example, most community service organizations need volunteers, as do most churches. The Bible tells us to "Carry each other's burdens" (Galatians 6:2).
May you and your husband also use these retirement years as an opportunity to grow closer to Jesus Christ. If your church has a Bible study for men, for example, encourage your husband to get involved. The Bible says, "But grow in the grace and knowledge of our Lord and Savior Jesus Christ" (2 Peter 3:18).