Talking with a therapist

Throwaway account for obvious reasons.

I'm starting therapy soon for ongoing depression and anxiety which is much needed.

I recently had a long distance affair which has ended but we're still in touch. Neither of us wanted it to end and we still have feelings for each other but they ended it due to emotional complications on their side.

Has anyone ever spoken to a therapist about their situation and not just been criminalised?

It, or rather the ending of it, has an impact on my mental health so it would be beneficial to address but I don't want it to prevent the therapist giving actual real support.

I have no intention of telling my spouse as it would hurt a lot of people and I still love them, that was never a consideration.