I'm sorry that your wife is going through depression which, as you know, affects the whole family.  Is your wife getting treatment for it and is she seeing a therapist?  It might be a good idea, at some point, for you to consider couples or family therapy, especially if your son is having fears about her leaving him - that's a very traumatic thing for a child.  I think professional help is important, even if it's just for yourself in getting support to deal with this.

It doesn't matter that there is nothing wrong in your life - it may be nothing about your life together, but something in your wife that she has to deal with.  It could be rooted in her past and just beginning to surface now.  There is help, but sometimes you have to look a bit to find the right doctor or therapist.  Has she been referred to a psychiatrist?

Please feel free to write here any time, we're here to listen and offer whatever help we can.  I hope your wife will get help and your whole family, as well.  It will be work, but it will be worth it.