Glad you brought this up. One other thing that helps me is that I haven’t relied on TV news to be informed on current events for at least 15 years. I worked in that industry, saw how the sausage was made, and knew it was mostly spiced sawdust spiked with anxiety-inducing hallucinogens.
Media diet can play a big part in staving off depression. What works for me in terms of general news is a mix of public radio news (NPR, BBC, CBC), the Grauniad and the NYT, The Economist, and quality long-form pieces (mainly The Atlantic, The New Yorker, and the occasional good piece from Internet outlets like Buzzfeed). Quality podcasts when I’m on the move. All that combined with my academic background in history helps me get some perspective and develop productive responses to the constant flow of depressing news.
I also consume a lot of speciality and niche media for my work, but while some of it touches on politics there’s a heavy intellectual/academic buffer in place that’s somewhat soothing.
I would seriously suggest exposing him to age-appropriate history books and documentaries (travel is also enlightening, but not always affordable). It will give him access to the wider world in a less anxiety-forming manner than the daily news and will provide a good foundation for when he starts gaining an interest and stake in current events.
Reducing screen time in general is also important, as you’re probably already aware. If tech moguls and multi-millionaires are keeping their kids from getting high on their own supply, it’s a good idea to follow suit.
@Urbanacus’s suggestion regarding dinner table conversation is great, too, if you family’s schedule allows it. I don’t have kids of my own, but at least once a week I get together for a family dinner with a relative or friend with kids (mostly adolescents or teenagers) and enjoy some great conversations about history, politics, culture, the arts, etc.