Need a little help

My fiancé just told me he was diagnosed with gender identity disorder. He tells me that sometimes he likes to dress up. Everyday he wears bras and women's underwear. He sleeps in tanktops and yoga pants now. He says they make him feel more like himself. He is starting hormonal therapy to get a more feminine shape and b cup boobs. He says he would never get a sex change because he loves me too much and I said I couldn't be a lesbian. 
​I don't know how to help him or if I'm doing the right thing. If anybody has any advice on how to deal with this. I still love him with all my heart. Please no negative comments it's already hard enough.