Macbeth's speech, as he prepares to go to battle, following Seyton telling him that "The queen, my lord, is dead," is one of the most famous speeches in all of Shakespeare's canon. As far as literal reaction to her death, he simply says:
She should have died hereafter.
There would have been time for such a word.
Which means that, according to Macbeth, she should have lived longer, so he might have had time to grieve.
The rest of the speech can be considered depressing because of the point of view that Macbeth gives on life and death. It is however, continually discussed and debated, so you should try to read it carefully for yourself to see what your impression is of Macbeth's views.
Some things that stand out to me are, first, the rhythm of the text. The repetition with which it begins ("Tomorrow and tomorrow and tomorrow") really emphasizes monotony. And when he goes on to describe this procession of tomorrows as "creep"ing in at a "petty pace," the pointlessness of this monotony is brought out. Taking this parade of days to its ultimate conclusion ("the last syllable of recorded time"), only shows that, for Macbeth, there is no hope ever that life won't be a monotonous series of petty, creeping days. Pretty bleak stuff.
He also comments on human life calling those who have gone before "fools" going to "dusty death." He winds it up by calling life itself a "tale"
Told by an idiot, full of sound and fury,
You might call this "depressing," as you have mentioned in your question. But whatever you call it, it is devoid of hope for mankind or a hint of love for life.