Trying to help someone when you're also struggling

Hi.

I've never posted on here before but wanted to give it a go.

Basically I've been having a lot of problems with anxiety and low mood over the last few months, I've been struggling a lot. My boyfriend has been there for me throughout. He is in the military, and recently I've noticed he is not doing very well mentally, he's not happy with how his life is going and the stress of his job is really taking its toll on him. He lives on a base as well, I see him only at the weekends, so he can't really get away from it. He is moody and aggressive a lot (not physically aggressive or anything like that, I mean he's just got all this pent up anger, he doesn't take it out on me though in that way). We had a huge argument this weekend as he got drunk and started talking about how he hates his life and how maybe we should break up because at least then something would chnage, as he can't change his job or anything else (as he's committed to a minimum of 5 years service). Afterwards we spoke about it and he apoligised, he said he was just self destructing and it's the other aspects of his life he is not happy with, not our relationship. We are fine now but with my anxiety it's left me constantly worried he's going to leave me, on top of everything else.

My question is how do you go about trying to help someone who is struggling when you are also yourself? I can't fully understand what he's going through as his life experiences are very different to mine (especially being in the military) but I really want to help him get through this. I'm finding it hard though as he's the first person I would normally go to when my own mental health is bad, but now I don't want to burden him with my problems on top of the ones he is facing himself.

Any ideas or insight would be really appreciated. :)