anxiety and fiance...

so... I have severe generalized anxiety and yesterday my fiance and I were talking and about the have some 'fun' and i could tell something was wrong with him like... something was bothering him... so i stop him and ask him whats wrong and he says he fine but, has a slight tone to it. so i asked again... and it turned into a lecture from him saying that were both adults and he doesn't bring up his depression so i shouldn't bring up my anxiety or paranoia... should I stop telling him or talking about my anxiety with him like he says... what should I do?