Can I annule my marriage if I got married in November and not a citizen?

What should you do?  Forgive your husband for cheating and show some compassion. His son died barely a few months ago (if I'm reading this correctly), and by your own admission he is severely depressed. I assume his ex is the deceased son's mother. Anyone can see how a one-time cheating episode could happen under these circumstances. If you really need to end the marriage, get a divorce, not an annulment- it's easier. If possible, ask if he'll consent to the divorce. It will save you a lot of trouble.  But give the man some time to mourn his son, for God's sake, and wait a few months before you serve him with divorce papers. If you wait long enough, you may even be rewarded for your patience and compassion with a green card.