My husband has had an affair, and has left

3 weeks ago my husband came upstairs as I woke up, I could see he was not himself, he began to cry as he told me he had been having an affair for the past 6 months. My world fell apart, I’m shocked, sad, angry, worried, scared I think I must feel every emotion. This is the ultimate betrayal. He has been a good husband and dad, together for 25yrs. I just can’t believe this has happened. My children and I are heartbroken. We feel he has chosen a life with this other woman over us. We have had financial problems but are now sorted as well as family probs like supporting illness in parents etc. He says he thinks he loves this woman, He says he still loves me?
He has said after two weeks that he can’t come home because of what he has done he feels so bad, and the fact that his kids know. I don’t know what to do first.