Without knowing your son's exact situation, I can't say whether he is being bullied, or whether he is going through a normal transition phase that happens in Middle School.
Here is my advice:
1. As his mom, I would keep the lines of communication open. Tell him you are there for him, whenever he wants to talk about things. Give him hugs, reassurance that you love him and are there for him. Make a habit of checking in with him, and sometimes just let him talk about whatever he wants to.
I worked with Middle School kids in public school this summer, and I found that quite a few of the kids were feeling like outsiders, left out, and not accepted for who they are. They either tried hard to conform and fit in, or they found their own small group of kids like them, or they just were alone. It's really tough.
2. Kids need a strength at this age: whether it's something he's good at: art, soccer, ballet (we have a neighbor friend who was teased for being a ballet dancer, but he is now a talented dancer, with offers to dance in very prestigious companies), anything, really - work on those strengths, and find other kids in those interest areas. If he can even find one or two good friends, that can help.
3. If your son wants to be popular, you can't become popular solely by wanting to be liked - you need to like yourself, too, and be able to stand on your own two feet, which means, you don't have to be like everyone else, but learn to shine in being who you are. Confidence can be acquired through experience.
4. If he continues to show sadness/depression, you might want to seek the advice of a counselor and also have a conversation with his teachers, to see if you can get a better picture on what is happening in his school. Middle school is TOUGH - I still remember it!!! One thing that helped some Middle School kids I worked with was telling them I knew how they felt - "Yeah, it's tough age. But you'll get through it - I have confidence in you. Just do your best."
Good luck.
p.s. - I just read your updated question, and I am so sorry to hear the extent of your son's depression. I think you really need to get some professional advice if he is talking about ending his life (even if he doesn't mean it, that is a serious declaration, to be taken seriously).
Your son sounds like a very sensitive and bright child, and it might be that the school is not the right fit for him... have you thought about changing schools? Sometimes that can help.
Best wishes.