I tend to do this as well with my fiance. I don't really say anything but I just...leave. I walk out the door and he has no idea where I'm going. Neither do I. One time he decided to follow me and saw me light up a cigarette and begin punching a tree. A tree. I don't remember this. When I'm back and I'm fully aware, I tell him to leave me alone. It hurts him and I don't like hurting him. He's honestly the sweetest man I've ever known. I stop talking about anything of merit and usually avoid him for days. I've gotten a lot better, though. He tells me when I'm doing this and we work through it together. I get out of my shell and talk to him about what happened. He doesn't say much, if anything, just listens. Then he holds me and we lay down together. He reminds me how important I am to him and I do the same for him. We tell each other why we love each other. It took us a long time to get to this point but we're there.
I couldn't tell you what will work for you, everyone has their own way of conveying to the ones we love why we're so messed up. Took a lot of patients on his part and a lot of preparation for me to be able to verbally talk about what was going on in my head. Overall, he just makes me feel safe. Feeling safe with that person will make it 1000x easier to open up.