I'm struggling with my mental health especially with the holidays approaching. I can't report it to my leadership. What should I do?

You are also welcome at Warriors for Life. Groups meet every day
https://www.facebook.com/WFLVirtualgroup
And since you are on active duty, check out military one source...counseling without fee and no report back to your leadership.

In addition to what everyone else has mentioned, I wanted to discuss the career aspect.

By policy, seeking and getting behavioral health / mental health treatment CANNOT be held against you. But your behaviors CAN. It is far better to get help and get better before something bad happens, both personally and professionally.

I had weekly appointments for about a year and then dropped down to monthly appointments, which I kept all the way through to retirement. I still have monthly appointments 6 years into retirement.

There is nothing to be ashamed about, and no reason to hide. And if your CoC tries to use it against you, use open door policy to talk to their boss.

I get why you don't want to talk about this, but am glad you raised it here. You can always try military one source confidential counseling: https://www.militaryonesource.mil/non-medical-counseling/

Please don’t look at it as a career decision but look at it as salvaging a wonderful life for you and your family. There are so many resources. Utilize them please.

This Marine is praying for you

You can contact the MFLC, you can go talk to BH, you can talk to the Chaplain, you can seek a therapist off base in the civilian world. Or, you can contact me with e DM here and I will listen to what you want to tell me. I will listen without judgement.

If your unit has an MFLC, that may be another resource. They usually can do a few appointments completely off the books, not during the duty day, so no one even has to know you are gone.

Have you tried talking to somebody? Go to a local Vet center, go to mental health, if your unit has a stress control counselor they are a resource. Mental health isn't a career killer. But you need to speak to somebody because pressure only builds if you don't find a way to release it.

(Join to see)
Lots of great advice and resources already here, I echo it all. I hate that you feel you cannot talk to your chain of command.

If I could add, once you get your feet firmly planted, examine if you are comfortable talking to your chain of command's bosses (BN or above). I would seriously want to know if one of my 1SGs is creating a culture where Soldiers suffering from BH/MH complications cannot talk to them about it and I know every single one of my CDRs would too. We all have open door policies.

Anonymous U. I'm no expert on the topic, but from a personal perspective, if that's where your head is at, You need a psychiatric "tune-up, from the neck up." I'd venture to suggest that something's drastically wrong in your life, and being in the military is a very wrong place to be in that condition.
You mentioned "other than a Chaplain", but frankly, that's not a bad place to start. You're a family man, and this, of all holidays, is a family holiday. Ruining your career is small potatoes compared to ruining your family. Holidays are benchmarks in later life as you look back at what were you doing "when". MAN UP (assuming you're a male)