How can I help my spouse feel better after he lost his job and not self-isolate himself?

He seems depressed. Talk to him , see what he is concerned about and why he is feeling this way, if he continue to feel down , he need to see a therapist.
Listen. I think the most important and therapeutic thing you can do is to listen to him. He may be holding in a lot of emotion, and people can often experience great relief to have a non-judgemental, free place to express themselves. Let him know that you are there for him. If you have done all these things and he hasn't improved some, seek out a trusted counselor or psychiatrist.