Don't hold back on your venting -- it is your right to seek comfort as much as he does. It's very bad for you and a relationship to allow your problems to pile trying to help someone else.

I would say the best thing to do is to ask him, be understanding and/or non-judgmental. Let him know you care and will listen. Take him seriously. I would say the biggest thing is to just not apply pressure or get angry at him -- it's terrifying to anxiety folks.