Supplemental denied

I filed a supplemental claim for anxiety/ panic attacks.
I had proper documentation from a psychologist stating I had panic/ anxiety disorder due to time in service, had C&P exam diagnose the same thing. Today I received my decision letter and VA stated I have been diagnosed with those disorders, however denied my claim due to lack of service connection. Very heart breaking, but I intend to file another supplemental. Does anybody know what I should look to add?