What do I do?

My husband of almost 5 years (been together almost 10 years in total) has walked out on me saying he isn't happy and he doesn't love me anymore! We have never had any big fights only had the usual arguments that married couples have and always worked things out. Over the last 5/6 months he had become distant, started working more and spending time with friends or work colleagues at weekends so obviously I became upset with this and was always trying to talk to him about how I felt and he always said he would try harder etc. He never once mentioned being unhappy until a month ago when he tried to leave me but only lasted one night before coming back saying he had made a mistake. However nothing changed he was still not spending time with me so again I asked him to talk to me about how he felt and again he said he wasn't happy, didn't want to hurt me but he thinks it's best if we split. He says there's no one else as I did ask him that as I know the signs point to that. He says he will be there for our baby (oh yes, I'm 25 weeks pregnant by the way) but cannot stay with me.