Yup, my husband was in the whole eye of the hurricane with me last year when my anxiety and depressive symptoms were at their worst. I didn't tell him about my self-harm thoughts at first, but finally did at the recommendation of my psychiatrist. I don't tell him every time I wanted to hurt myself, more that the general thoughts were there, and when they improved. He's been to one of my psychiatry appointments, and he has "talked me down" when I've felt really bad.
He didn't entirely "get" the idea of chronic anxiety at first, but he was there learning when it was needed.