disconnect

My husband for the last few days has been outwardly looking sad and not feeling well. So I mentioned how can I help? Because I was worried. This opened up this huge talk about how he feels disconnected from me and has been feeling more so depressed. He has crazy anxitey issues already, and stress, and maybe mild depression that he takes medication for. He tells me he's been holding these feelings inside cause he's afraid to talk to me about it due to my usual reaction of shutting down, crying, and getting upset. (I know sounds very childish as it doesn't look good. I have my own issues that stem from an old bad relashionship) and he's told me this before and only makes me more upset because I feel like I did something wrong. 

This whole thing I feel like also came out of nowhere. I thought we were doing great and amazing, we just got back from a cruise... and then he throws this at me. 

I just don't know what to do :( because he's having this internal strugggle and I don't know what to do to help him. I can't begin to imagine how he's feeling and dealing.